+3,487.6%
PSA vs TKO
+1,406.3%
+2,081.3%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.2% | -0.2% | -2.0% |
| 7D | -2.2% | +0.7% | -2.9% | -2.4% |
| 30D | -9.6% | +0.9% | -10.4% | -9.7% |
| 3M | -7.9% | -6.2% | -1.7% | -7.2% |
| 6M | -2.0% | -5.6% | +3.6% | -1.4% |
| YTD | +15.7% | -7.8% | +23.6% | +16.7% |
| 1Y | +5.8% | -1.2% | +7.0% | +5.3% |
| 3Y | +21.6% | +106.5% | -85.0% | +6.3% |
| 5Y | +13.1% | +310.4% | -297.2% | -12.3% |
| 10Y | +101.3% | +987.5% | -886.3% | +23.6% |
| All | +3,487.6% | +1,406.3% | +2,081.3% | +1,477.9% |
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