+3,886.0%
PWR vs TKO
+1,406.3%
+2,479.7%
-97.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.2% | +0.3% | -1.3% |
| 7D | +2.7% | +0.7% | +2.0% | +2.5% |
| 30D | -5.1% | +0.9% | -6.0% | -5.6% |
| 3M | -9.4% | -6.2% | -3.2% | -8.5% |
| 6M | +10.4% | -5.6% | +16.0% | +10.9% |
| YTD | +48.6% | -7.8% | +56.5% | +49.7% |
| 1Y | +68.0% | -1.2% | +69.2% | +65.7% |
| 3Y | +204.7% | +106.5% | +98.2% | +140.9% |
| 5Y | +451.9% | +310.4% | +141.6% | +254.2% |
| 10Y | +2,425.3% | +987.5% | +1,437.8% | +1,004.4% |
| All | +3,886.0% | +1,406.3% | +2,479.7% | +911.3% |
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