+100.4%
TKO vs DAR
+5.7%
+94.7%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.9% | +2.3% | +0.6% |
| 7D | +2.3% | -0.1% | +2.4% | +2.3% |
| 30D | -2.5% | +2.6% | -5.1% | -2.9% |
| 3M | -10.6% | +14.2% | -24.8% | -12.5% |
| 6M | -5.1% | +17.2% | -22.2% | -7.6% |
| YTD | -8.2% | +80.9% | -89.1% | -16.6% |
| 1Y | -4.4% | +104.0% | -108.4% | -14.9% |
| 3Y | +100.4% | +3.6% | +96.7% | +77.9% |
| All | +100.4% | +5.7% | +94.7% | +77.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DAR.
Daily Out/Under-Performance
Portfolio return minus DAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAR 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 DAR 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