+2,800.3%
MSCI vs TKO
+2,494.8%
+305.5%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.7% | +0.7% | +1.2% |
| 7D | +3.0% | +2.3% | +0.7% | +2.4% |
| 30D | +17.8% | +13.4% | +4.4% | +14.3% |
| 3M | +15.2% | -1.7% | +16.9% | +15.4% |
| 6M | +16.5% | +7.2% | +9.2% | +13.9% |
| YTD | +16.4% | -5.4% | +21.7% | +16.5% |
| 1Y | +16.8% | +8.7% | +8.1% | +12.9% |
| 3Y | +35.8% | +150.4% | -114.7% | +4.7% |
| 5Y | +7.0% | +276.6% | -269.7% | -27.3% |
| 10Y | +818.6% | +1,134.6% | -316.0% | +324.4% |
| All | +2,800.3% | +2,494.8% | +305.5% | +645.3% |
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