-16.4%
PINS vs TKO
+113.3%
-129.7%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.8% | -0.4% | -1.6% |
| 7D | -12.0% | +0.7% | -12.8% | -12.2% |
| 30D | -12.7% | +1.6% | -14.3% | -13.2% |
| 3M | -5.5% | -7.8% | +2.3% | -3.1% |
| 6M | +5.3% | -13.3% | +18.6% | +9.5% |
| YTD | -21.2% | -10.3% | -10.9% | -19.2% |
| 1Y | -45.0% | -0.6% | -44.4% | -45.7% |
| 3Y | -26.2% | +88.5% | -114.7% | -41.7% |
| 5Y | -64.0% | +284.7% | -348.7% | -78.4% |
| All | -16.4% | +113.3% | -129.7% | -59.2% |
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