+68.3%
T vs TKO
+303.5%
-235.2%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.8% | +2.3% | +1.7% |
| 7D | -2.4% | +0.1% | -2.6% | -2.5% |
| 30D | +4.3% | -2.6% | +6.9% | +4.5% |
| 3M | +11.6% | -7.8% | +19.3% | +12.3% |
| 6M | -5.6% | -7.0% | +1.4% | -5.1% |
| YTD | +6.6% | -8.5% | +15.1% | +7.1% |
| 1Y | -8.4% | -1.3% | -7.1% | -8.7% |
| 3Y | +107.8% | +105.0% | +2.9% | +87.9% |
| 5Y | +68.3% | +292.9% | -224.6% | +32.0% |
| All | +68.3% | +303.5% | -235.2% | +32.0% |
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