+967.7%
MTB vs TKO
+1,395.0%
-427.2%
-73.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.8% | +1.2% | +0.6% |
| 7D | -0.4% | +0.1% | -0.5% | -0.5% |
| 30D | -4.6% | -2.6% | -2.0% | -4.2% |
| 3M | +7.4% | -7.8% | +15.2% | +8.8% |
| 6M | +18.7% | -7.0% | +25.7% | +19.7% |
| YTD | +21.1% | -8.5% | +29.6% | +22.3% |
| 1Y | +24.1% | -1.3% | +25.4% | +23.2% |
| 3Y | +115.3% | +105.0% | +10.4% | +82.0% |
| 5Y | +106.0% | +292.9% | -186.9% | +50.9% |
| 10Y | +171.6% | +979.3% | -807.8% | +53.5% |
| All | +967.7% | +1,395.0% | -427.2% | +332.7% |
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