+212.4%
PTC vs TKO
+1,439.7%
-1,227.3%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +5.0% | -10.5% | -6.7% |
| 7D | -12.8% | +7.2% | -20.0% | -14.3% |
| 30D | -9.8% | +4.7% | -14.5% | -10.9% |
| 3M | -2.1% | -3.2% | +1.2% | -1.8% |
| 6M | -18.1% | -2.9% | -15.2% | -18.2% |
| YTD | -23.5% | -5.8% | -17.7% | -23.3% |
| 1Y | -37.4% | -1.1% | -36.3% | -38.0% |
| 3Y | -7.2% | +111.1% | -118.3% | -25.2% |
| 5Y | +2.7% | +315.6% | -312.9% | -31.3% |
| 10Y | +203.4% | +978.5% | -775.0% | +49.6% |
| All | +212.4% | +1,439.7% | -1,227.3% | -16.3% |
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