+39.5%
PL vs TKO
+287.8%
-248.3%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.7% | -1.3% | -0.9% |
| 7D | +10.0% | +2.3% | +7.7% | +9.3% |
| 30D | -2.3% | +13.4% | -15.6% | -6.9% |
| 3M | -44.2% | -1.7% | -42.5% | -44.0% |
| 6M | -66.1% | +7.2% | -73.3% | -67.3% |
| YTD | -30.0% | -5.4% | -24.6% | -29.9% |
| 1Y | +21.0% | +8.7% | +12.3% | +14.3% |
| 3Y | +516.5% | +150.4% | +366.1% | +362.8% |
| 5Y | +32.0% | +276.6% | -244.6% | -18.0% |
| All | +39.5% | +287.8% | -248.3% | -13.6% |
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 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