-28.3%
ON vs TKO
+102.0%
-130.2%
-67.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.8% | -0.4% | -1.0% |
| 7D | -4.7% | +0.1% | -4.8% | -4.8% |
| 30D | -13.5% | -2.6% | -10.9% | -13.2% |
| 3M | -36.3% | -7.8% | -28.5% | -35.8% |
| 6M | +17.8% | -7.0% | +24.8% | +17.9% |
| YTD | +29.6% | -8.5% | +38.1% | +30.1% |
| 1Y | +45.8% | -1.3% | +47.1% | +42.0% |
| All | -28.3% | +102.0% | -130.2% | -43.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling