+461.1%
THC vs TKO
+1,446.8%
-985.7%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.7% | -1.0% | -0.5% |
| 7D | +1.0% | +2.3% | -1.4% | +0.4% |
| 30D | +5.3% | +13.4% | -8.1% | +2.2% |
| 3M | +7.1% | -1.7% | +8.8% | +7.2% |
| 6M | +46.0% | +7.2% | +38.8% | +42.4% |
| YTD | +43.9% | -5.4% | +49.3% | +44.0% |
| 1Y | +45.4% | +8.7% | +36.7% | +40.5% |
| 3Y | +421.3% | +150.4% | +270.9% | +303.2% |
| 5Y | +261.5% | +276.6% | -15.1% | +146.9% |
| 10Y | +1,865.8% | +1,134.6% | +731.2% | +888.1% |
| All | +461.1% | +1,446.8% | -985.7% | +100.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling