+83.0%
PL vs TKO
+267.6%
-184.6%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.8% | +0.5% | -0.5% |
| 7D | -9.3% | +0.7% | -10.1% | -9.6% |
| 30D | -18.9% | +1.6% | -20.5% | -19.6% |
| 3M | -58.4% | -7.8% | -50.6% | -57.3% |
| 6M | -30.3% | -13.3% | -17.0% | -27.1% |
| YTD | -8.1% | -10.3% | +2.2% | -6.0% |
| 1Y | +180.5% | -0.6% | +181.1% | +176.8% |
| 3Y | +444.1% | +88.5% | +355.7% | +341.5% |
| 5Y | +83.0% | +284.7% | -201.7% | +16.2% |
| All | +83.0% | +267.6% | -184.6% | +16.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling