+44.1%
PL vs TKO
+295.4%
-251.2%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.2% | -0.5% | -0.6% |
| 7D | +5.6% | +6.4% | -0.8% | +3.3% |
| 30D | -16.9% | +11.9% | -28.9% | -20.4% |
| 3M | -38.2% | +5.6% | -43.8% | -39.7% |
| 6M | -63.4% | +7.5% | -71.0% | -64.8% |
| YTD | -27.6% | -3.5% | -24.1% | -28.2% |
| 1Y | +6.6% | +13.0% | -6.4% | -1.0% |
| 3Y | +557.6% | +157.6% | +400.0% | +388.7% |
| 5Y | +39.5% | +288.2% | -248.8% | -14.1% |
| All | +44.1% | +295.4% | -251.2% | -11.4% |
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