+1,851.9%
TER vs TKO
+989.7%
+862.3%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.4% | +2.2% | +2.5% |
| 7D | +6.4% | +2.3% | +4.0% | +5.7% |
| 30D | -5.7% | -2.5% | -3.2% | -5.3% |
| 3M | -0.4% | -10.6% | +10.2% | +2.0% |
| 6M | +25.8% | -5.1% | +30.9% | +26.2% |
| YTD | +96.4% | -8.2% | +104.6% | +98.5% |
| 1Y | +229.2% | -4.4% | +233.7% | +228.1% |
| 3Y | +288.1% | +100.4% | +187.7% | +206.8% |
| 5Y | +219.9% | +294.3% | -74.4% | +103.3% |
| All | +1,851.9% | +989.7% | +862.3% | +765.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling