+303.8%
TD vs TKO
+989.7%
-685.8%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.4% | +0.3% | +0.6% |
| 7D | -0.5% | +2.3% | -2.9% | -0.9% |
| 30D | -1.9% | -2.5% | +0.6% | -1.6% |
| 3M | +4.8% | -10.6% | +15.4% | +6.2% |
| 6M | +28.0% | -5.1% | +33.0% | +28.4% |
| YTD | +30.3% | -8.2% | +38.5% | +31.2% |
| 1Y | +59.8% | -4.4% | +64.2% | +59.8% |
| 3Y | +124.7% | +100.4% | +24.3% | +97.7% |
| 5Y | +127.0% | +294.3% | -167.3% | +75.4% |
| All | +303.8% | +989.7% | -685.8% | +171.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling