+43.2%
TER vs TKO
+5.6%
+37.5%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | +3.4% | -10.2% | -6.8% |
| 7D | -19.9% | +11.3% | -31.1% | -20.1% |
| 30D | -43.5% | +9.3% | -52.8% | -43.6% |
| 3M | -37.8% | +5.3% | -43.1% | -38.0% |
| 6M | -25.6% | +4.9% | -30.4% | -28.1% |
| YTD | +29.8% | -6.3% | +36.1% | +32.4% |
| 1Y | +43.2% | +4.9% | +38.3% | +32.3% |
| All | +43.2% | +5.6% | +37.5% | +32.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling