+45.4%
THC vs TKO
+9.5%
+36.0%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.7% | -1.0% | -0.3% |
| 7D | +1.0% | +2.3% | -1.4% | +0.8% |
| 30D | +5.3% | +13.4% | -8.1% | +4.6% |
| 3M | +7.1% | -1.7% | +8.8% | +7.2% |
| 6M | +46.0% | +7.2% | +38.8% | +44.6% |
| YTD | +43.9% | -5.4% | +49.3% | +44.3% |
| 1Y | +45.4% | +8.7% | +36.7% | +33.4% |
| All | +45.4% | +9.5% | +36.0% | +33.4% |
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