+32.1%
P vs TKO
+5.4%
+26.7%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -2.7% | +6.1% | +2.5% |
| 7D | +17.8% | +2.6% | +15.2% | +18.8% |
| 30D | -29.9% | +11.6% | -41.5% | -26.4% |
| 3M | -1.2% | -0.1% | -1.0% | -0.2% |
| 6M | +32.1% | +6.7% | +25.4% | +41.0% |
| All | +32.1% | +5.4% | +26.7% | +41.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling