-42.9%
TECH vs TKO
+303.5%
-346.4%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.8% | +0.5% | -0.1% |
| 7D | -0.5% | +0.1% | -0.6% | -0.6% |
| 30D | 0.0% | -2.6% | +2.6% | +0.5% |
| 3M | +37.4% | -7.8% | +45.2% | +39.6% |
| 6M | +36.9% | -7.0% | +43.9% | +38.3% |
| YTD | +23.1% | -8.5% | +31.6% | +24.8% |
| 1Y | +42.2% | -1.3% | +43.5% | +41.1% |
| 3Y | +1.9% | +105.0% | -103.0% | -16.1% |
| 5Y | -42.9% | +292.9% | -335.8% | -64.1% |
| All | -42.9% | +303.5% | -346.4% | -64.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling