+124.7%
TD vs TKO
+102.7%
+22.0%
-19.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.4% | +0.3% | +0.7% |
| 7D | -0.5% | +2.3% | -2.9% | -0.7% |
| 30D | -1.9% | -2.5% | +0.6% | -1.7% |
| 3M | +4.8% | -10.6% | +15.4% | +5.6% |
| 6M | +28.0% | -5.1% | +33.0% | +28.1% |
| YTD | +30.3% | -8.2% | +38.5% | +30.7% |
| 1Y | +59.8% | -4.4% | +64.2% | +59.7% |
| 3Y | +124.7% | +100.4% | +24.3% | +115.1% |
| All | +124.7% | +102.7% | +22.0% | +115.1% |
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 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