+377.9%
TKO vs ABCL
-81.2%
+459.2%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +0.1% | +4.9% | +5.0% |
| 7D | +7.2% | +1.4% | +5.7% | +7.1% |
| 30D | +4.7% | +65.1% | -60.4% | +0.9% |
| 3M | -3.2% | +111.1% | -114.3% | -8.5% |
| 6M | -2.9% | +231.6% | -234.5% | -11.1% |
| YTD | -5.8% | +234.5% | -240.3% | -14.2% |
| 1Y | -1.1% | +174.3% | -175.4% | -9.3% |
| 3Y | +111.1% | +111.5% | -0.4% | +91.0% |
| 5Y | +315.6% | -37.3% | +352.8% | +282.7% |
| All | +377.9% | -81.2% | +459.2% | +364.4% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling