+547.6%
P vs TKO
+1,174.0%
-626.4%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -2.7% | +6.1% | +4.2% |
| 7D | +17.8% | +2.6% | +15.2% | +16.9% |
| 30D | -29.9% | +11.6% | -41.5% | -32.3% |
| 3M | -1.2% | -0.1% | -1.0% | -1.7% |
| 6M | +32.1% | +6.7% | +25.4% | +27.1% |
| YTD | +64.3% | -6.0% | +70.3% | +63.4% |
| 1Y | +24.3% | +8.5% | +15.8% | +17.6% |
| 3Y | +203.2% | +150.9% | +52.3% | +115.8% |
| 5Y | +290.4% | +274.0% | +16.4% | +131.7% |
| 10Y | +680.9% | +1,126.1% | -445.3% | +231.1% |
| All | +547.6% | +1,174.0% | -626.4% | +169.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling