-22.2%
TAP vs TKO
+154.2%
-176.5%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.7% | +2.5% | +3.2% |
| 7D | +1.3% | +2.3% | -1.0% | +1.1% |
| 30D | +5.7% | +13.4% | -7.6% | +5.0% |
| 3M | -1.9% | -1.7% | -0.2% | -2.0% |
| 6M | +0.9% | +7.2% | -6.3% | +0.7% |
| YTD | -9.5% | -5.4% | -4.1% | -9.4% |
| 1Y | -9.0% | +8.7% | -17.7% | -9.1% |
| 3Y | -22.2% | +150.4% | -172.7% | -22.0% |
| All | -22.2% | +154.2% | -176.5% | -22.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling