+45.9%
TEM vs TKO
+80.9%
-35.0%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.8% | -3.4% | -3.6% |
| 7D | -9.2% | +0.1% | -9.3% | -9.3% |
| 30D | +5.5% | -2.6% | +8.1% | +7.4% |
| 3M | +18.7% | -7.8% | +26.5% | +25.3% |
| 6M | +15.4% | -7.0% | +22.4% | +20.6% |
| YTD | -0.5% | -8.5% | +8.0% | +3.8% |
| 1Y | -24.8% | -1.3% | -23.5% | -27.9% |
| All | +45.9% | +80.9% | -35.0% | -24.7% |
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