+259.7%
P vs TKO
+279.0%
-19.3%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.2% | -0.6% | -0.8% |
| 7D | -13.3% | +6.4% | -19.7% | -14.5% |
| 30D | -34.0% | +11.9% | -45.9% | -35.8% |
| 3M | +4.1% | +5.6% | -1.5% | +2.4% |
| 6M | +30.5% | +7.5% | +23.0% | +26.1% |
| YTD | +52.2% | -3.5% | +55.7% | +51.0% |
| 1Y | +10.3% | +13.0% | -2.7% | +3.7% |
| 3Y | +180.9% | +157.6% | +23.3% | +114.1% |
| 5Y | +259.7% | +288.2% | -28.5% | +117.2% |
| All | +259.7% | +279.0% | -19.3% | +117.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling