-53.2%
S vs TKO
+247.0%
-300.2%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.8% | +2.2% | +1.0% |
| 7D | -7.7% | +0.7% | -8.4% | -8.0% |
| 30D | -5.3% | +1.6% | -6.9% | -6.2% |
| 3M | +20.3% | -7.8% | +28.0% | +22.8% |
| 6M | +47.4% | -13.3% | +60.7% | +52.9% |
| YTD | +32.5% | -10.3% | +42.8% | +35.3% |
| 1Y | +9.5% | -0.6% | +10.2% | +7.1% |
| 3Y | +15.5% | +88.5% | -73.0% | -11.8% |
| 5Y | -71.2% | +284.7% | -355.9% | -87.3% |
| All | -53.2% | +247.0% | -300.2% | -79.3% |
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