+268.9%
P vs TKO
+306.8%
-37.9%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -2.2% | -1.9% | -3.5% |
| 7D | +5.0% | +0.7% | +4.3% | +4.8% |
| 30D | -0.9% | +0.9% | -1.8% | -1.3% |
| 3M | +38.7% | -6.2% | +44.8% | +40.0% |
| 6M | +54.4% | -5.6% | +60.0% | +54.9% |
| YTD | +44.8% | -7.8% | +52.7% | +45.6% |
| 1Y | +22.5% | -1.2% | +23.7% | +20.0% |
| 3Y | +148.2% | +106.5% | +41.7% | +99.7% |
| 5Y | +268.9% | +310.4% | -41.4% | +107.7% |
| All | +268.9% | +306.8% | -37.9% | +107.7% |
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