+1,384.0%
MU vs TKO
+103.5%
+1,280.5%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -2.2% | +4.9% | +3.2% |
| 7D | +7.5% | +0.7% | +6.8% | +7.3% |
| 30D | +19.4% | +0.9% | +18.5% | +18.9% |
| 3M | +9.8% | -6.2% | +16.0% | +10.8% |
| 6M | +164.1% | -5.6% | +169.8% | +165.2% |
| YTD | +260.3% | -7.8% | +268.2% | +262.3% |
| 1Y | +661.2% | -1.2% | +662.4% | +643.3% |
| All | +1,384.0% | +103.5% | +1,280.5% | +1,147.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling