+73.2%
PR vs TKO
+128.6%
-55.5%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.0% | +0.9% | +1.8% |
| 7D | -16.4% | +5.7% | -22.1% | -17.1% |
| 30D | -1.9% | +6.9% | -8.8% | -2.9% |
| 3M | +8.0% | +2.4% | +5.6% | +7.3% |
| 6M | +4.1% | +1.1% | +3.0% | +3.2% |
| YTD | +58.7% | -7.5% | +66.2% | +59.7% |
| 1Y | +75.8% | +7.2% | +68.6% | +70.7% |
| 3Y | +73.2% | +131.3% | -58.2% | +46.3% |
| All | +73.2% | +128.6% | -55.5% | +46.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling