+989.1%
TKO vs COO
+17.0%
+972.1%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.5% | +0.8% | +0.5% |
| 7D | +2.3% | -22.5% | +24.8% | +10.0% |
| 30D | -2.5% | -29.7% | +27.3% | +8.1% |
| 3M | -10.6% | -20.1% | +9.5% | -5.1% |
| 6M | -5.1% | -26.9% | +21.8% | +3.4% |
| YTD | -8.2% | -34.2% | +26.0% | +3.3% |
| 1Y | -4.4% | -21.3% | +16.8% | +1.2% |
| 3Y | +100.4% | -38.7% | +139.0% | +122.0% |
| 5Y | +294.3% | -52.2% | +346.5% | +373.0% |
| All | +989.1% | +17.0% | +972.1% | +871.0% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 10y: compounded portfolio wealth divided by compounded COO 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…
10y analysis · Full analysis span regression · 6 months rolling