+87.0%
PR vs TKO
+5.6%
+81.4%
-19.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | +3.4% | -9.9% | -6.3% |
| 7D | -12.1% | +11.3% | -23.4% | -11.5% |
| 30D | +0.9% | +9.3% | -8.4% | +1.6% |
| 3M | +10.1% | +5.3% | +4.8% | +10.6% |
| 6M | +1.1% | +4.9% | -3.7% | +1.4% |
| YTD | +63.7% | -6.3% | +70.0% | +64.8% |
| 1Y | +87.0% | +4.9% | +82.1% | +89.2% |
| All | +87.0% | +5.6% | +81.4% | +89.2% |
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 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