-71.6%
OPEN vs TKO
+372.8%
-444.4%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +5.0% | -7.5% | -5.1% |
| 7D | +1.0% | +7.2% | -6.2% | -2.7% |
| 30D | -11.9% | +4.7% | -16.6% | -13.9% |
| 3M | -28.8% | -3.2% | -25.5% | -28.0% |
| 6M | -38.6% | -2.9% | -35.7% | -38.3% |
| YTD | -47.3% | -5.8% | -41.5% | -46.5% |
| 1Y | -49.2% | -1.1% | -48.1% | -49.7% |
| 3Y | -18.8% | +111.1% | -129.9% | -42.8% |
| 5Y | -83.6% | +315.6% | -399.2% | -92.0% |
| All | -71.6% | +372.8% | -444.4% | -86.8% |
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