+37.4%
THC vs TKO
-2.5%
+39.9%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.8% | -1.3% | -2.0% |
| 7D | 0.0% | +0.1% | -0.1% | 0.0% |
| 30D | +1.5% | -2.6% | +4.2% | +1.8% |
| 3M | +59.9% | -7.8% | +67.7% | +60.9% |
| 6M | +11.0% | -7.0% | +18.0% | +11.7% |
| YTD | +32.6% | -8.5% | +41.1% | +33.5% |
| 1Y | +37.4% | -1.3% | +38.7% | +30.3% |
| All | +37.4% | -2.5% | +39.9% | +30.3% |
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