-4.4%
TKO vs ABCL
+152.1%
-156.5%
-19.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +4.1% | -3.8% | +0.1% |
| 7D | +2.3% | -4.7% | +7.0% | +2.7% |
| 30D | -2.5% | +5.2% | -7.6% | -2.9% |
| 3M | -10.6% | +106.6% | -117.2% | -15.5% |
| 6M | -5.1% | +198.4% | -203.4% | -12.5% |
| YTD | -8.2% | +218.4% | -226.6% | -16.8% |
| 1Y | -4.4% | +136.2% | -140.7% | -13.6% |
| All | -4.4% | +152.1% | -156.5% | -13.6% |
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