+148.6%
TE vs TKO
+1.2%
+147.4%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.8% | +3.1% | +1.3% |
| 7D | -4.0% | +0.7% | -4.7% | -3.9% |
| 30D | -15.9% | +1.6% | -17.5% | -15.6% |
| 3M | -60.5% | -7.8% | -52.8% | -60.6% |
| 6M | -35.2% | -13.3% | -21.9% | -35.6% |
| YTD | -31.1% | -10.3% | -20.8% | -30.6% |
| 1Y | +148.6% | -0.6% | +149.3% | +152.9% |
| All | +148.6% | +1.2% | +147.4% | +152.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling