+3,083.6%
TD vs TKO
+1,406.3%
+1,677.3%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.2% | +1.0% | -0.8% |
| 7D | -1.9% | +0.7% | -2.6% | -2.0% |
| 30D | -1.6% | +0.9% | -2.5% | -1.8% |
| 3M | +4.6% | -6.2% | +10.8% | +5.4% |
| 6M | +26.8% | -5.6% | +32.4% | +27.4% |
| YTD | +28.3% | -7.8% | +36.2% | +29.2% |
| 1Y | +60.4% | -1.2% | +61.7% | +59.6% |
| 3Y | +125.7% | +106.5% | +19.2% | +96.3% |
| 5Y | +122.4% | +310.4% | -188.0% | +70.6% |
| 10Y | +297.1% | +987.5% | -690.5% | +146.2% |
| All | +3,083.6% | +1,406.3% | +1,677.3% | +1,309.2% |
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 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