+668.9%
TEL vs TKO
+2,173.5%
-1,504.6%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.2% | +2.0% | +0.4% |
| 7D | +1.2% | +0.7% | +0.5% | +1.0% |
| 30D | -4.1% | +0.9% | -5.0% | -4.5% |
| 3M | -2.6% | -6.2% | +3.6% | -1.6% |
| 6M | 0.0% | -5.6% | +5.6% | +0.6% |
| YTD | -9.1% | -7.8% | -1.2% | -8.3% |
| 1Y | -0.8% | -1.2% | +0.4% | -1.9% |
| 3Y | +67.4% | +106.5% | -39.2% | +35.2% |
| 5Y | +51.8% | +310.4% | -258.6% | +1.0% |
| 10Y | +299.4% | +987.5% | -688.1% | +86.8% |
| All | +668.9% | +2,173.5% | -1,504.6% | +81.9% |
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