+8.9%
TCOM vs TKO
+102.7%
-93.7%
-51.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.4% | +0.5% | +0.8% |
| 7D | -4.9% | +2.3% | -7.2% | -5.4% |
| 30D | -14.4% | -2.5% | -11.9% | -14.0% |
| 3M | -17.7% | -10.6% | -7.1% | -15.8% |
| 6M | -25.1% | -5.1% | -20.1% | -24.6% |
| YTD | -45.7% | -8.2% | -37.5% | -45.1% |
| 1Y | -47.9% | -4.4% | -43.4% | -48.0% |
| 3Y | +8.9% | +100.4% | -91.4% | -12.0% |
| All | +8.9% | +102.7% | -93.7% | -12.0% |
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