+17.5%
P vs TKO
+5.6%
+11.9%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | +3.4% | -8.4% | -4.4% |
| 7D | -19.4% | +11.3% | -30.6% | -17.9% |
| 30D | -22.3% | +9.3% | -31.6% | -21.1% |
| 3M | +33.2% | +5.3% | +27.9% | +35.0% |
| 6M | +53.6% | +4.9% | +48.8% | +54.2% |
| YTD | +66.8% | -6.3% | +73.1% | +71.4% |
| 1Y | +17.5% | +4.9% | +12.6% | +9.2% |
| All | +17.5% | +5.6% | +11.9% | +9.2% |
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