+99.7%
TKO vs ABCL
+93.0%
+6.7%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -5.3% | +4.6% | -0.3% |
| 7D | +0.1% | -9.6% | +9.7% | +0.9% |
| 30D | -2.6% | +7.2% | -9.8% | -3.3% |
| 3M | -7.8% | +105.5% | -113.3% | -13.6% |
| 6M | -7.0% | +193.0% | -200.0% | -15.6% |
| YTD | -8.5% | +205.8% | -214.4% | -17.8% |
| 1Y | -1.3% | +144.4% | -145.7% | -10.6% |
| All | +99.7% | +93.0% | +6.7% | +73.0% |
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