+455.3%
PL vs TKO
+128.6%
+326.7%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.4% | +1.0% | +9.4% | +9.9% |
| 7D | -6.8% | +5.7% | -12.5% | -9.3% |
| 30D | -29.3% | +6.9% | -36.2% | -31.6% |
| 3M | -44.8% | +2.4% | -47.2% | -45.8% |
| 6M | -68.4% | +1.1% | -69.5% | -69.0% |
| YTD | -36.4% | -7.5% | -28.8% | -35.8% |
| 1Y | +0.7% | +7.2% | -6.5% | -7.3% |
| 3Y | +455.3% | +131.3% | +324.0% | +347.8% |
| All | +455.3% | +128.6% | +326.7% | +347.8% |
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