+262.3%
THC vs TKO
+303.5%
-41.1%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.8% | -1.3% | -1.9% |
| 7D | 0.0% | +0.1% | -0.1% | -0.1% |
| 30D | +1.5% | -2.6% | +4.2% | +1.9% |
| 3M | +59.9% | -7.8% | +67.7% | +62.1% |
| 6M | +11.0% | -7.0% | +18.0% | +11.9% |
| YTD | +32.6% | -8.5% | +41.1% | +33.7% |
| 1Y | +37.4% | -1.3% | +38.7% | +35.6% |
| 3Y | +252.5% | +105.0% | +147.6% | +191.4% |
| 5Y | +262.3% | +292.9% | -30.6% | +94.2% |
| All | +262.3% | +303.5% | -41.1% | +94.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling