+422.8%
THC vs TKO
+152.5%
+270.3%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.7% | +0.6% | -1.5% |
| 7D | +0.1% | +2.6% | -2.5% | -0.4% |
| 30D | +7.5% | +11.6% | -4.2% | +5.3% |
| 3M | +7.5% | -0.1% | +7.7% | +7.3% |
| 6M | +46.4% | +6.7% | +39.7% | +43.4% |
| YTD | +44.4% | -6.0% | +50.4% | +44.8% |
| 1Y | +43.4% | +8.5% | +34.9% | +38.3% |
| All | +422.8% | +152.5% | +270.3% | +373.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling