-48.3%
MUZ vs TKO
-4.2%
-44.1%
-71.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.2% | +3.4% | +10.9% | +11.2% |
| 7D | +47.2% | +11.3% | +35.9% | +35.6% |
| 30D | +57.1% | +9.3% | +47.8% | +46.2% |
| 3M | -5.3% | +5.3% | -10.6% | -9.6% |
| All | -48.3% | -4.2% | -44.1% | -47.5% |
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 1y: 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…
1y analysis · Full analysis span regression · Available span rolling