+133.3%
PSX vs TKO
+102.0%
+31.3%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.8% | -0.1% | -0.8% |
| 7D | +1.5% | +0.1% | +1.4% | +1.5% |
| 30D | +15.8% | -2.6% | +18.4% | +16.1% |
| 3M | +43.0% | -7.8% | +50.8% | +44.2% |
| 6M | +61.1% | -7.0% | +68.1% | +62.1% |
| YTD | +104.5% | -8.5% | +113.1% | +105.9% |
| 1Y | +102.5% | -1.3% | +103.8% | +100.7% |
| All | +133.3% | +102.0% | +31.3% | +109.4% |
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