+355.1%
TKO vs ABCL
-81.3%
+436.4%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.2% | -0.6% | -1.7% |
| 7D | +0.7% | +0.7% | 0.0% | +0.7% |
| 30D | +1.6% | +93.1% | -91.5% | -3.1% |
| 3M | -7.8% | +79.4% | -87.2% | -11.9% |
| 6M | -13.3% | +214.9% | -228.2% | -20.4% |
| YTD | -10.3% | +234.2% | -244.5% | -18.3% |
| 1Y | -0.6% | +174.8% | -175.4% | -9.0% |
| 3Y | +88.5% | +104.5% | -16.0% | +70.8% |
| 5Y | +284.7% | -39.0% | +323.7% | +254.3% |
| All | +355.1% | -81.3% | +436.4% | +342.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling