-62.9%
MUZ vs TKO
-5.8%
-57.1%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -2.2% | -3.7% | -4.3% |
| 7D | -16.3% | +0.7% | -16.9% | -16.5% |
| 30D | -36.4% | +0.9% | -37.2% | -36.9% |
| 3M | -62.9% | -6.2% | -56.7% | -61.9% |
| All | -62.9% | -5.8% | -57.1% | -61.9% |
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