+359.5%
PTC vs TKO
+1,446.8%
-1,087.4%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.7% | -0.8% | -0.3% |
| 7D | +0.5% | +2.3% | -1.8% | -0.1% |
| 30D | +1.2% | +13.4% | -12.1% | -1.9% |
| 3M | +27.4% | -1.7% | +29.1% | +27.5% |
| 6M | +39.2% | +7.2% | +32.0% | +35.9% |
| YTD | +12.5% | -5.4% | +17.9% | +12.6% |
| 1Y | +12.3% | +8.7% | +3.6% | +8.6% |
| 3Y | +28.8% | +150.4% | -121.6% | +0.1% |
| 5Y | +60.9% | +276.6% | -215.7% | +10.3% |
| 10Y | +316.6% | +1,134.6% | -818.0% | +98.9% |
| All | +359.5% | +1,446.8% | -1,087.4% | +22.8% |
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