+1,131.3%
PSX vs TKO
+3,113.9%
-1,982.5%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +5.0% | -3.4% | +0.7% |
| 7D | +2.8% | +7.2% | -4.3% | +1.5% |
| 30D | +27.8% | +4.7% | +23.1% | +26.5% |
| 3M | +42.0% | -3.2% | +45.3% | +42.5% |
| 6M | +58.1% | -2.9% | +61.0% | +58.0% |
| YTD | +105.0% | -5.8% | +110.8% | +105.6% |
| 1Y | +104.9% | -1.1% | +106.0% | +102.9% |
| 3Y | +134.1% | +111.1% | +23.0% | +96.8% |
| 5Y | +363.8% | +315.6% | +48.3% | +234.6% |
| 10Y | +370.1% | +978.5% | -608.4% | +194.5% |
| All | +1,131.3% | +3,113.9% | -1,982.5% | +489.4% |
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 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