+169.5%
PR vs TKO
+1,220.5%
-1,051.0%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.8% | +0.2% | -1.1% |
| 7D | +2.9% | +0.7% | +2.2% | +2.7% |
| 30D | +18.0% | +1.6% | +16.4% | +17.3% |
| 3M | +16.9% | -7.8% | +24.6% | +18.8% |
| 6M | +28.2% | -13.3% | +41.5% | +31.9% |
| YTD | +69.3% | -10.3% | +79.6% | +72.1% |
| 1Y | +69.5% | -0.6% | +70.1% | +66.3% |
| 3Y | +81.7% | +88.5% | -6.8% | +44.0% |
| 5Y | +422.2% | +284.7% | +137.5% | +221.4% |
| 10Y | +110.4% | +905.7% | -795.4% | +25.1% |
| All | +169.5% | +1,220.5% | -1,051.0% | +56.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling