+195.8%
ON vs TKO
+2,452.4%
-2,256.6%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.2% | +2.0% | +0.6% |
| 7D | -1.9% | +0.7% | -2.6% | -2.3% |
| 30D | -11.0% | +0.9% | -11.9% | -11.7% |
| 3M | -39.3% | -6.2% | -33.2% | -39.0% |
| 6M | +19.8% | -5.6% | +25.5% | +19.5% |
| YTD | +31.1% | -7.8% | +38.9% | +31.2% |
| 1Y | +46.0% | -1.2% | +47.2% | +41.8% |
| 3Y | -27.5% | +106.5% | -134.0% | -47.5% |
| 5Y | +56.9% | +310.4% | -253.5% | -13.1% |
| 10Y | +591.8% | +987.5% | -395.7% | +150.5% |
| All | +195.8% | +2,452.4% | -2,256.6% | -51.5% |
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