+73.9%
PL vs TKO
+277.7%
-203.7%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.2% | -1.1% | -2.5% |
| 7D | -13.9% | +0.7% | -14.5% | -14.1% |
| 30D | -25.5% | +0.9% | -26.3% | -25.9% |
| 3M | -44.8% | -6.2% | -38.6% | -43.6% |
| 6M | -33.3% | -5.6% | -27.7% | -32.8% |
| YTD | -12.7% | -7.8% | -4.8% | -11.7% |
| 1Y | +90.9% | -1.2% | +92.1% | +87.9% |
| 3Y | +528.5% | +106.5% | +422.0% | +395.3% |
| 5Y | +72.7% | +310.4% | -237.6% | +8.4% |
| All | +73.9% | +277.7% | -203.7% | +9.0% |
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