+4.9%
TKO vs ABCL
+138.2%
-133.3%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +0.8% | +2.5% | +3.3% |
| 7D | +11.3% | -10.0% | +21.2% | +12.0% |
| 30D | +9.3% | -10.9% | +20.2% | +10.0% |
| 3M | +5.3% | +101.6% | -96.4% | -1.8% |
| 6M | +4.9% | +167.5% | -162.7% | -5.3% |
| YTD | -6.3% | +259.1% | -265.4% | -20.5% |
| 1Y | +4.9% | +152.2% | -147.2% | -7.6% |
| All | +4.9% | +138.2% | -133.3% | -7.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ABCL.
Daily Out/Under-Performance
Portfolio return minus ABCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABCL 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 ABCL 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