+28.2%
PR vs TKO
-14.6%
+42.8%
-19.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.8% | +0.2% | -1.9% |
| 7D | +2.9% | +0.7% | +2.2% | +3.0% |
| 30D | +18.0% | +1.6% | +16.4% | +18.4% |
| 3M | +16.9% | -7.8% | +24.6% | +15.5% |
| 6M | +28.2% | -13.3% | +41.5% | +25.2% |
| All | +28.2% | -14.6% | +42.8% | +25.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling