+295.9%
TKO vs ABCL
-44.0%
+339.9%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.4% | +1.2% | -1.9% |
| 7D | +0.7% | -2.7% | +3.4% | +0.9% |
| 30D | +0.9% | +18.3% | -17.4% | -0.7% |
| 3M | -6.2% | +108.5% | -114.7% | -12.5% |
| 6M | -5.6% | +213.9% | -219.5% | -15.4% |
| YTD | -7.8% | +223.1% | -230.9% | -18.1% |
| 1Y | -1.2% | +160.6% | -161.8% | -11.4% |
| 3Y | +106.5% | +104.3% | +2.3% | +82.7% |
| All | +295.9% | -44.0% | +339.9% | +265.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling