+59.8%
ON vs TKO
+291.2%
-231.4%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | +0.4% | +8.2% | +8.4% |
| 7D | +2.4% | +2.3% | +0.1% | +1.6% |
| 30D | -8.6% | -2.5% | -6.1% | -8.2% |
| 3M | -34.3% | -10.6% | -23.7% | -32.9% |
| 6M | +28.5% | -5.1% | +33.6% | +27.8% |
| YTD | +40.6% | -8.2% | +48.8% | +41.0% |
| 1Y | +55.3% | -4.4% | +59.8% | +52.6% |
| 3Y | -22.2% | +100.4% | -122.6% | -43.5% |
| All | +59.8% | +291.2% | -231.4% | -33.9% |
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 · 6 months rolling