+70.3%
PR vs TKO
+1,165.6%
-1,095.3%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.2% | +1.1% | +1.0% |
| 7D | -9.5% | +6.4% | -15.9% | -11.1% |
| 30D | -5.7% | +11.9% | -17.6% | -8.8% |
| 3M | +3.0% | +5.6% | -2.6% | +0.8% |
| 6M | +11.8% | +7.5% | +4.3% | +8.2% |
| YTD | +58.5% | -3.5% | +62.0% | +57.3% |
| 1Y | +69.9% | +13.0% | +56.9% | +60.4% |
| 3Y | +84.9% | +157.6% | -72.7% | +32.6% |
| 5Y | +246.4% | +288.2% | -41.8% | +107.2% |
| 10Y | +70.3% | +1,196.6% | -1,126.3% | +2.6% |
| All | +70.3% | +1,165.6% | -1,095.3% | +2.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling