+95.5%
PR vs TKO
+985.8%
-890.3%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.8% | +1.1% | +0.5% |
| 7D | -0.8% | +0.1% | -0.9% | -0.9% |
| 30D | +9.7% | -2.6% | +12.3% | +10.3% |
| 3M | +20.4% | -7.8% | +28.1% | +22.4% |
| 6M | +27.9% | -7.0% | +34.9% | +29.0% |
| YTD | +70.7% | -8.5% | +79.2% | +72.6% |
| 1Y | +72.2% | -1.3% | +73.5% | +69.3% |
| 3Y | +84.7% | +105.0% | -20.3% | +41.5% |
| 5Y | +418.3% | +292.9% | +125.4% | +211.6% |
| All | +95.5% | +985.8% | -890.3% | +11.7% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling