+181.2%
TAP vs TKO
+1,366.4%
-1,185.1%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.8% | +1.6% | 0.0% |
| 7D | -2.3% | +0.7% | -3.1% | -2.4% |
| 30D | -2.1% | +1.6% | -3.8% | -2.3% |
| 3M | +6.6% | -7.8% | +14.4% | +7.5% |
| 6M | -11.5% | -13.3% | +1.8% | -10.3% |
| YTD | -10.3% | -10.3% | 0.0% | -9.5% |
| 1Y | -14.4% | -0.6% | -13.8% | -14.7% |
| 3Y | -28.3% | +88.5% | -116.8% | -34.3% |
| 5Y | +1.7% | +284.7% | -283.0% | -15.0% |
| 10Y | -49.2% | +905.7% | -954.9% | -62.7% |
| All | +181.2% | +1,366.4% | -1,185.1% | +60.8% |
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