+634.6%
P vs TKO
+1,121.1%
-486.5%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.7% | -2.6% | -2.1% |
| 7D | +11.6% | +2.3% | +9.3% | +10.8% |
| 30D | -23.7% | +13.4% | -37.0% | -26.8% |
| 3M | -8.0% | -1.7% | -6.2% | -8.0% |
| 6M | +27.9% | +7.2% | +20.7% | +22.6% |
| YTD | +61.2% | -5.4% | +66.5% | +59.9% |
| 1Y | +28.6% | +8.7% | +19.9% | +21.3% |
| 3Y | +200.5% | +150.4% | +50.0% | +110.7% |
| 5Y | +282.9% | +276.6% | +6.3% | +120.2% |
| All | +634.6% | +1,121.1% | -486.5% | +204.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling