+2,417.1%
MSCI vs TKO
+2,359.8%
+57.3%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.8% | +1.5% | +0.1% |
| 7D | +0.4% | +0.7% | -0.3% | +0.2% |
| 30D | +0.6% | +1.6% | -1.0% | 0.0% |
| 3M | -7.1% | -7.8% | +0.7% | -5.6% |
| 6M | +0.8% | -13.3% | +14.1% | +3.7% |
| YTD | +1.0% | -10.3% | +11.3% | +2.6% |
| 1Y | +4.3% | -0.6% | +4.9% | +3.1% |
| 3Y | +9.9% | +88.5% | -78.5% | -9.3% |
| 5Y | -6.8% | +284.7% | -291.5% | -37.0% |
| 10Y | +614.7% | +905.7% | -291.1% | +247.7% |
| All | +2,417.1% | +2,359.8% | +57.3% | +556.1% |
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