-69.5%
S vs TKO
+306.5%
-376.0%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.2% | +2.2% | +0.8% |
| 7D | -1.2% | +0.7% | -1.9% | -1.5% |
| 30D | -12.6% | +0.9% | -13.4% | -13.2% |
| 3M | +27.6% | -6.2% | +33.7% | +29.5% |
| 6M | +35.5% | -5.6% | +41.1% | +36.6% |
| YTD | +29.6% | -7.8% | +37.4% | +31.1% |
| 1Y | +8.1% | -1.2% | +9.3% | +5.9% |
| 3Y | +14.8% | +106.5% | -91.8% | -17.0% |
| All | -69.5% | +306.5% | -376.0% | -89.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling