+143.4%
PEG vs TKO
+989.7%
-846.3%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.4% | -0.5% | -0.2% |
| 7D | -0.9% | +2.3% | -3.2% | -1.1% |
| 30D | -3.7% | -2.5% | -1.2% | -3.5% |
| 3M | -7.3% | -10.6% | +3.3% | -6.2% |
| 6M | -10.5% | -5.1% | -5.4% | -10.2% |
| YTD | -7.5% | -8.2% | +0.7% | -7.0% |
| 1Y | -8.7% | -4.4% | -4.3% | -8.8% |
| 3Y | +31.4% | +100.4% | -69.0% | +19.7% |
| 5Y | +37.8% | +294.3% | -256.5% | +14.6% |
| All | +143.4% | +989.7% | -846.3% | +98.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling