+26.4%
P vs TKO
+1.2%
+25.2%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.8% | +3.2% | +1.3% |
| 7D | +6.5% | +0.7% | +5.8% | +6.6% |
| 30D | +18.8% | +1.6% | +17.2% | +19.2% |
| 3M | +26.7% | -7.8% | +34.5% | +25.4% |
| 6M | +62.2% | -13.3% | +75.5% | +64.3% |
| YTD | +48.5% | -10.3% | +58.8% | +50.4% |
| 1Y | +26.4% | -0.6% | +27.0% | +21.5% |
| All | +26.4% | +1.2% | +25.2% | +21.5% |
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 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