+266.6%
THC vs TKO
+103.5%
+163.2%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -2.2% | +6.0% | +4.3% |
| 7D | +4.1% | +0.7% | +3.4% | +3.9% |
| 30D | +3.5% | +0.9% | +2.6% | +3.1% |
| 3M | +61.7% | -6.2% | +67.9% | +63.2% |
| 6M | +11.8% | -5.6% | +17.5% | +12.4% |
| YTD | +35.4% | -7.8% | +43.3% | +36.3% |
| 1Y | +37.0% | -1.2% | +38.2% | +35.2% |
| All | +266.6% | +103.5% | +163.2% | +222.0% |
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