+1,953.3%
TECH vs TKO
+1,439.7%
+513.6%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +5.0% | -5.2% | -0.9% |
| 7D | +0.2% | +7.2% | -7.0% | -0.9% |
| 30D | +0.1% | +4.7% | -4.6% | -0.7% |
| 3M | +37.5% | -3.2% | +40.7% | +37.9% |
| 6M | +34.6% | -2.9% | +37.4% | +34.7% |
| YTD | +23.5% | -5.8% | +29.3% | +24.0% |
| 1Y | +34.4% | -1.1% | +35.4% | +33.8% |
| 3Y | +2.3% | +111.1% | -108.8% | -10.1% |
| 5Y | -41.7% | +315.6% | -357.3% | -54.0% |
| 10Y | +177.6% | +978.5% | -800.8% | +84.6% |
| All | +1,953.3% | +1,439.7% | +513.6% | +854.8% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling