+2,389.2%
O vs TKO
+1,406.3%
+982.8%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.2% | +0.7% | -1.1% |
| 7D | -2.3% | +0.7% | -2.9% | -2.4% |
| 30D | -2.4% | +0.9% | -3.3% | -2.7% |
| 3M | -0.6% | -6.2% | +5.6% | +0.2% |
| 6M | -5.0% | -5.6% | +0.6% | -4.5% |
| YTD | +10.4% | -7.8% | +18.2% | +11.2% |
| 1Y | +6.6% | -1.2% | +7.8% | +5.9% |
| 3Y | +28.4% | +106.5% | -78.1% | +10.4% |
| 5Y | +15.3% | +310.4% | -295.1% | -13.6% |
| 10Y | +55.3% | +987.5% | -932.2% | -7.8% |
| All | +2,389.2% | +1,406.3% | +982.8% | +948.1% |
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