+141.0%
PH vs TKO
+103.5%
+37.5%
-26.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.2% | +1.5% | -0.1% |
| 7D | 0.0% | +0.7% | -0.7% | -0.2% |
| 30D | -10.3% | +0.9% | -11.2% | -10.7% |
| 3M | +5.1% | -6.2% | +11.2% | +6.3% |
| 6M | +2.3% | -5.6% | +7.9% | +3.0% |
| YTD | +8.7% | -7.8% | +16.5% | +9.9% |
| 1Y | +26.8% | -1.2% | +28.0% | +25.1% |
| All | +141.0% | +103.5% | +37.5% | +96.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling