+183.6%
TAP vs TKO
+1,446.8%
-1,263.2%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.7% | +2.5% | +3.2% |
| 7D | +1.3% | +2.3% | -1.0% | +1.0% |
| 30D | +5.7% | +13.4% | -7.6% | +4.3% |
| 3M | -1.9% | -1.7% | -0.2% | -1.8% |
| 6M | +0.9% | +7.2% | -6.3% | 0.0% |
| YTD | -9.5% | -5.4% | -4.1% | -9.3% |
| 1Y | -9.0% | +8.7% | -17.7% | -10.2% |
| 3Y | -22.2% | +150.4% | -172.7% | -30.9% |
| 5Y | +1.2% | +276.6% | -275.4% | -15.2% |
| 10Y | -46.1% | +1,134.6% | -1,180.7% | -61.3% |
| All | +183.6% | +1,446.8% | -1,263.2% | +61.1% |
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