+12,926.4%
TDG vs TKO
+2,381.2%
+10,545.2%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.4% | +0.8% | +1.1% |
| 7D | -1.9% | +2.3% | -4.2% | -2.4% |
| 30D | -7.7% | -2.5% | -5.2% | -7.3% |
| 3M | -9.3% | -10.6% | +1.3% | -7.3% |
| 6M | -9.4% | -5.1% | -4.3% | -8.8% |
| YTD | -14.3% | -8.2% | -6.0% | -13.3% |
| 1Y | -11.8% | -4.4% | -7.4% | -11.9% |
| 3Y | +52.0% | +100.4% | -48.4% | +24.6% |
| 5Y | +128.8% | +294.3% | -165.5% | +56.2% |
| 10Y | +543.8% | +983.2% | -439.3% | +228.3% |
| All | +12,926.4% | +2,381.2% | +10,545.2% | +3,769.6% |
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