-53.5%
S vs TKO
+255.0%
-308.5%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.4% | -0.7% | -0.4% |
| 7D | -0.7% | +2.3% | -3.0% | -1.5% |
| 30D | -11.4% | -2.5% | -9.0% | -11.0% |
| 3M | +33.8% | -10.6% | +44.4% | +38.1% |
| 6M | +39.5% | -5.1% | +44.5% | +40.3% |
| YTD | +31.7% | -8.2% | +39.9% | +33.3% |
| 1Y | +7.0% | -4.4% | +11.4% | +6.3% |
| 3Y | +11.8% | +100.4% | -88.6% | -16.7% |
| 5Y | -69.0% | +294.3% | -363.3% | -86.5% |
| All | -53.5% | +255.0% | -308.5% | -79.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling