+1,315.0%
QQQ vs TKO
+1,395.0%
-80.0%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.8% | -0.3% | -0.9% |
| 7D | -1.3% | +0.1% | -1.4% | -1.3% |
| 30D | -1.4% | -2.6% | +1.3% | -1.0% |
| 3M | +2.3% | -7.8% | +10.0% | +3.5% |
| 6M | +16.9% | -7.0% | +23.9% | +17.9% |
| YTD | +15.6% | -8.5% | +24.2% | +16.7% |
| 1Y | +22.6% | -1.3% | +23.9% | +21.6% |
| 3Y | +93.5% | +105.0% | -11.4% | +63.5% |
| 5Y | +93.9% | +292.9% | -199.0% | +42.0% |
| 10Y | +564.6% | +979.3% | -414.8% | +279.4% |
| All | +1,315.0% | +1,395.0% | -80.0% | +427.7% |
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