+323.9%
T vs TKO
+1,439.7%
-1,115.9%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +5.0% | -5.3% | -0.9% |
| 7D | -1.5% | +7.2% | -8.7% | -2.4% |
| 30D | +7.6% | +4.7% | +2.9% | +7.0% |
| 3M | +15.3% | -3.2% | +18.5% | +15.6% |
| 6M | -8.5% | -2.9% | -5.6% | -8.4% |
| YTD | +6.8% | -5.8% | +12.6% | +7.0% |
| 1Y | -7.2% | -1.1% | -6.2% | -7.7% |
| 3Y | +108.2% | +111.1% | -2.9% | +86.6% |
| 5Y | +66.1% | +315.6% | -249.5% | +35.5% |
| 10Y | +65.3% | +978.5% | -913.2% | +16.1% |
| All | +323.9% | +1,439.7% | -1,115.9% | +137.0% |
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 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