+7,056.0%
TDY vs TKO
+1,894.9%
+5,161.1%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.4% | +0.9% | +1.1% |
| 7D | -1.1% | +2.3% | -3.4% | -1.7% |
| 30D | -12.0% | -2.5% | -9.6% | -11.7% |
| 3M | -3.2% | -10.6% | +7.4% | -1.1% |
| 6M | -7.9% | -5.1% | -2.8% | -7.4% |
| YTD | +18.2% | -8.2% | +26.4% | +19.5% |
| 1Y | +6.7% | -4.4% | +11.1% | +6.6% |
| 3Y | +47.5% | +100.4% | -52.8% | +20.8% |
| 5Y | +39.5% | +294.3% | -254.8% | -5.0% |
| 10Y | +477.2% | +983.2% | -506.0% | +183.2% |
| All | +7,056.0% | +1,894.9% | +5,161.1% | +1,953.9% |
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