+55.3%
ON vs TKO
-1.0%
+56.3%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | +0.4% | +8.2% | +8.6% |
| 7D | +2.4% | +2.3% | +0.1% | +2.9% |
| 30D | -8.6% | -2.5% | -6.1% | -8.8% |
| 3M | -34.3% | -10.6% | -23.7% | -34.7% |
| 6M | +28.5% | -5.1% | +33.6% | +27.6% |
| YTD | +40.6% | -8.2% | +48.8% | +41.4% |
| 1Y | +55.3% | -4.4% | +59.8% | +52.2% |
| All | +55.3% | -1.0% | +56.3% | +52.2% |
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 · 6 months rolling