+2,791.2%
MSCI vs TKO
+2,494.8%
+296.4%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.7% | +0.3% | +0.9% |
| 7D | +2.7% | +2.3% | +0.4% | +2.1% |
| 30D | +17.4% | +13.4% | +4.1% | +14.0% |
| 3M | +14.8% | -1.7% | +16.6% | +15.0% |
| 6M | +16.1% | +7.2% | +8.9% | +13.5% |
| YTD | +16.0% | -5.4% | +21.4% | +16.2% |
| 1Y | +16.4% | +8.7% | +7.7% | +12.5% |
| 3Y | +35.3% | +150.4% | -115.1% | +4.4% |
| 5Y | +6.6% | +276.6% | -270.0% | -27.6% |
| 10Y | +815.7% | +1,134.6% | -318.9% | +323.0% |
| All | +2,791.2% | +2,494.8% | +296.4% | +643.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TKO.
Daily Out/Under-Performance
Portfolio return minus TKO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TKO return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded TKO wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling