+1,788.4%
TCOM vs TKO
+3,881.0%
-2,092.6%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.2% | -1.1% | -2.7% |
| 7D | -10.2% | +0.7% | -10.9% | -10.4% |
| 30D | -16.8% | +0.9% | -17.7% | -17.1% |
| 3M | -16.7% | -6.2% | -10.5% | -15.7% |
| 6M | -27.1% | -5.6% | -21.5% | -26.5% |
| YTD | -45.5% | -7.8% | -37.7% | -45.0% |
| 1Y | -45.9% | -1.2% | -44.7% | -46.5% |
| 3Y | +9.8% | +106.5% | -96.8% | -12.2% |
| 5Y | +23.8% | +310.4% | -286.6% | -18.9% |
| 10Y | -10.8% | +987.5% | -998.3% | -59.4% |
| All | +1,788.4% | +3,881.0% | -2,092.6% | +283.9% |
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