+158.1%
P vs TKO
+108.0%
+50.1%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +5.0% | -3.4% | +0.4% |
| 7D | +7.8% | +7.2% | +0.7% | +5.9% |
| 30D | +12.3% | +4.7% | +7.6% | +10.9% |
| 3M | +37.1% | -3.2% | +40.3% | +37.2% |
| 6M | +66.1% | -2.9% | +68.9% | +65.4% |
| YTD | +50.9% | -5.8% | +56.7% | +51.0% |
| 1Y | +27.2% | -1.1% | +28.3% | +24.4% |
| All | +158.1% | +108.0% | +50.1% | +111.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling