+96.8%
PR vs TKO
+985.8%
-889.0%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.8% | +1.1% | +0.6% |
| 7D | -0.2% | +0.1% | -0.3% | -0.2% |
| 30D | +10.4% | -2.6% | +13.1% | +11.0% |
| 3M | +21.1% | -7.8% | +28.9% | +23.2% |
| 6M | +28.8% | -7.0% | +35.8% | +29.9% |
| YTD | +71.8% | -8.5% | +80.3% | +73.7% |
| 1Y | +73.3% | -1.3% | +74.6% | +70.4% |
| 3Y | +85.9% | +105.0% | -19.1% | +42.5% |
| 5Y | +421.8% | +292.9% | +128.8% | +213.6% |
| All | +96.8% | +985.8% | -889.0% | +12.4% |
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