-45.5%
MUZ vs TKO
-1.2%
-44.4%
-71.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.8% | +4.5% | -17.3% | -15.1% |
| 7D | +14.0% | +7.8% | +6.1% | +7.4% |
| 30D | +57.6% | +12.2% | +45.4% | +44.0% |
| 3M | -3.1% | +7.5% | -10.5% | -8.6% |
| All | -45.5% | -1.2% | -44.4% | -46.0% |
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 · Available span rolling