-1.4%
TAP vs TKO
+306.8%
-308.2%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.2% | +1.2% | -0.8% |
| 7D | -5.1% | +0.7% | -5.8% | -5.1% |
| 30D | -8.4% | +0.9% | -9.3% | -8.5% |
| 3M | -3.9% | -6.2% | +2.2% | -3.6% |
| 6M | -14.4% | -5.6% | -8.8% | -14.1% |
| YTD | -14.7% | -7.8% | -6.9% | -14.4% |
| 1Y | -18.7% | -1.2% | -17.5% | -18.7% |
| 3Y | -32.6% | +106.5% | -139.2% | -36.4% |
| 5Y | -1.4% | +310.4% | -311.8% | -19.3% |
| All | -1.4% | +306.8% | -308.2% | -19.3% |
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 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