+629.3%
ON vs TKO
+989.7%
-360.3%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | +0.4% | +8.2% | +8.4% |
| 7D | +2.4% | +2.3% | +0.1% | +1.4% |
| 30D | -8.6% | -2.5% | -6.1% | -8.2% |
| 3M | -34.3% | -10.6% | -23.7% | -32.8% |
| 6M | +28.5% | -5.1% | +33.6% | +27.8% |
| YTD | +40.6% | -8.2% | +48.8% | +40.9% |
| 1Y | +55.3% | -4.4% | +59.8% | +52.5% |
| 3Y | -22.2% | +100.4% | -122.6% | -44.1% |
| 5Y | +62.4% | +294.3% | -231.9% | -14.3% |
| All | +629.3% | +989.7% | -360.3% | +176.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling