+19.1%
P vs TKO
-1.0%
+20.0%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.4% | +4.0% | +4.4% |
| 7D | -1.3% | +2.3% | -3.6% | -1.2% |
| 30D | -11.9% | -2.5% | -9.4% | -11.9% |
| 3M | +41.6% | -10.6% | +52.2% | +40.1% |
| 6M | +58.1% | -5.1% | +63.2% | +59.0% |
| YTD | +46.5% | -8.2% | +54.7% | +48.7% |
| 1Y | +19.1% | -4.4% | +23.5% | +16.0% |
| All | +19.1% | -1.0% | +20.0% | +16.0% |
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