-30.3%
PL vs TKO
-14.6%
-15.7%
-64.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.8% | +0.5% | -1.4% |
| 7D | -9.3% | +0.7% | -10.1% | -9.3% |
| 30D | -18.9% | +1.6% | -20.5% | -18.5% |
| 3M | -58.4% | -7.8% | -50.6% | -58.7% |
| 6M | -30.3% | -13.3% | -17.0% | -38.2% |
| All | -30.3% | -14.6% | -15.7% | -38.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling