+735.2%
TER vs TKO
+1,446.8%
-711.7%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.7% | -6.1% | -5.6% |
| 7D | +14.4% | +2.3% | +12.0% | +13.7% |
| 30D | -30.6% | +13.4% | -43.9% | -33.1% |
| 3M | -39.2% | -1.7% | -37.5% | -39.2% |
| 6M | -31.3% | +7.2% | -38.5% | -33.7% |
| YTD | +29.1% | -5.4% | +34.4% | +29.0% |
| 1Y | +47.4% | +8.7% | +38.7% | +41.4% |
| 3Y | +191.2% | +150.4% | +40.8% | +115.4% |
| 5Y | +74.0% | +276.6% | -202.6% | +11.2% |
| 10Y | +1,005.1% | +1,134.6% | -129.5% | +353.3% |
| All | +735.2% | +1,446.8% | -711.7% | +78.6% |
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