-53.4%
TE vs TKO
+224.8%
-278.1%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -0.8% | -6.0% | -6.5% |
| 7D | +0.9% | +0.1% | +0.8% | +0.9% |
| 30D | -16.3% | -2.6% | -13.7% | -15.7% |
| 3M | -40.8% | -7.8% | -33.0% | -39.9% |
| 6M | -42.6% | -7.0% | -35.6% | -42.1% |
| YTD | -31.4% | -8.5% | -22.9% | -30.7% |
| 1Y | +144.9% | -1.3% | +146.2% | +141.6% |
| 3Y | -26.0% | +105.0% | -131.0% | -39.8% |
| 5Y | -48.5% | +292.9% | -341.4% | -62.1% |
| All | -53.4% | +224.8% | -278.1% | -65.8% |
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