+104.2%
MTB vs TKO
+291.2%
-187.0%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.4% | 0.0% | +0.3% |
| 7D | 0.0% | +2.3% | -2.3% | -0.5% |
| 30D | -4.8% | -2.5% | -2.3% | -4.4% |
| 3M | +6.0% | -10.6% | +16.5% | +8.1% |
| 6M | +19.6% | -5.1% | +24.7% | +20.2% |
| YTD | +21.5% | -8.2% | +29.7% | +22.7% |
| 1Y | +24.7% | -4.4% | +29.1% | +24.6% |
| 3Y | +108.6% | +100.4% | +8.2% | +75.4% |
| All | +104.2% | +291.2% | -187.0% | +25.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling