+46.6%
TEM vs TKO
+81.6%
-35.0%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.4% | +0.1% | +0.2% |
| 7D | -8.7% | +2.3% | -11.0% | -10.4% |
| 30D | +8.1% | -2.5% | +10.5% | +9.9% |
| 3M | +19.0% | -10.6% | +29.6% | +29.0% |
| 6M | +12.0% | -5.1% | +17.1% | +15.2% |
| YTD | -0.1% | -8.2% | +8.2% | +4.0% |
| 1Y | -33.5% | -4.4% | -29.1% | -34.2% |
| All | +46.6% | +81.6% | -35.0% | -24.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling