+277.8%
TKO vs COO
-52.2%
+330.1%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -14.7% | +13.9% | +2.4% |
| 7D | +0.1% | -23.3% | +23.4% | +5.7% |
| 30D | -2.6% | -29.5% | +26.9% | +4.7% |
| 3M | -7.8% | -20.0% | +12.2% | -3.8% |
| 6M | -7.0% | -27.2% | +20.2% | -1.0% |
| YTD | -8.5% | -33.9% | +25.4% | -0.6% |
| 1Y | -1.3% | -19.9% | +18.6% | +2.6% |
| 3Y | +105.0% | -38.1% | +143.1% | +119.5% |
| All | +277.8% | -52.2% | +330.1% | +323.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling