+485.4%
P vs TKO
+1,116.1%
-630.7%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.8% | +3.2% | +2.0% |
| 7D | +6.5% | +0.7% | +5.8% | +6.2% |
| 30D | +18.8% | +1.6% | +17.2% | +18.1% |
| 3M | +26.7% | -7.8% | +34.5% | +29.0% |
| 6M | +62.2% | -13.3% | +75.5% | +67.2% |
| YTD | +48.5% | -10.3% | +58.8% | +50.4% |
| 1Y | +26.4% | -0.6% | +27.0% | +23.3% |
| 3Y | +159.4% | +88.5% | +70.9% | +101.8% |
| 5Y | +275.8% | +284.7% | -8.9% | +120.9% |
| 10Y | +732.0% | +905.7% | -173.7% | +270.3% |
| All | +485.4% | +1,116.1% | -630.7% | +147.9% |
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