-1.0%
PPL vs TKO
+12.7%
-13.7%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.1% | -1.1% | -1.0% |
| 7D | -1.0% | +3.1% | -4.1% | -1.0% |
| 30D | +3.0% | +15.0% | -12.0% | +2.6% |
| 3M | +1.1% | +2.9% | -1.8% | +0.9% |
| 6M | -0.8% | +9.0% | -9.8% | -1.2% |
| YTD | +3.5% | -3.4% | +6.9% | +3.3% |
| All | -1.0% | +12.7% | -13.7% | -1.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling