+8.7%
TKO vs ABCL
+198.4%
-189.7%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.1% | +1.8% | +0.8% |
| 7D | +2.3% | -3.3% | +5.6% | +2.6% |
| 30D | +13.4% | -7.1% | +20.5% | +13.7% |
| 3M | -1.7% | +4.7% | -6.5% | -3.0% |
| 6M | +7.2% | +140.9% | -133.6% | -3.2% |
| YTD | -5.4% | +236.0% | -241.3% | -21.8% |
| 1Y | +8.7% | +217.4% | -208.7% | -8.9% |
| All | +8.7% | +198.4% | -189.7% | -8.9% |
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