+78.3%
PR vs TKO
+1.9%
+76.4%
-19.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +5.0% | -3.8% | +1.4% |
| 7D | -0.6% | +7.2% | -7.7% | -0.3% |
| 30D | +17.4% | +4.7% | +12.7% | +17.5% |
| 3M | +21.8% | -3.2% | +25.0% | +21.6% |
| 6M | +27.6% | -2.9% | +30.5% | +28.0% |
| YTD | +71.4% | -5.8% | +77.2% | +71.3% |
| 1Y | +78.3% | -1.1% | +79.4% | +75.5% |
| All | +78.3% | +1.9% | +76.4% | +75.5% |
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