+362.6%
PSX vs TKO
+291.2%
+71.3%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.4% | 0.0% | +0.3% |
| 7D | +1.7% | +2.3% | -0.6% | +1.3% |
| 30D | +15.6% | -2.5% | +18.1% | +16.0% |
| 3M | +46.5% | -10.6% | +57.1% | +48.8% |
| 6M | +55.0% | -5.1% | +60.1% | +55.5% |
| YTD | +105.3% | -8.2% | +113.5% | +106.8% |
| 1Y | +101.6% | -4.4% | +106.0% | +101.0% |
| 3Y | +134.1% | +100.4% | +33.8% | +101.4% |
| All | +362.6% | +291.2% | +71.3% | +203.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling