+150.4%
TKO vs ABCL
+185.8%
-35.4%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | -2.7% |
| 6M | +7.2% | +140.9% | -133.6% | -1.2% |
| YTD | -5.4% | +236.0% | -241.3% | -15.8% |
| 1Y | +8.7% | +217.4% | -208.7% | -3.0% |
| 3Y | +150.4% | +188.7% | -38.3% | +111.5% |
| All | +150.4% | +185.8% | -35.4% | +111.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling