+778.2%
PM vs TKO
+1,937.9%
-1,159.7%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.2% | +2.7% | +0.8% |
| 7D | -1.2% | +0.7% | -1.9% | -1.3% |
| 30D | -0.2% | +0.9% | -1.0% | -0.3% |
| 3M | +4.9% | -6.2% | +11.1% | +5.5% |
| 6M | +9.0% | -5.6% | +14.7% | +9.5% |
| YTD | +17.8% | -7.8% | +25.6% | +18.4% |
| 1Y | +16.8% | -1.2% | +18.0% | +16.2% |
| 3Y | +125.4% | +106.5% | +18.9% | +102.4% |
| 5Y | +128.7% | +310.4% | -181.7% | +86.1% |
| 10Y | +211.8% | +987.5% | -775.7% | +115.7% |
| All | +778.2% | +1,937.9% | -1,159.7% | +346.2% |
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 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