+989.1%
TKO vs PSLV
+190.6%
+798.5%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.3% | +0.1% | +0.3% |
| 7D | +2.3% | -3.5% | +5.8% | +2.6% |
| 30D | -2.5% | -2.1% | -0.3% | -2.3% |
| 3M | -10.6% | -1.6% | -9.0% | -10.7% |
| 6M | -5.1% | -25.5% | +20.4% | -2.8% |
| YTD | -8.2% | -11.4% | +3.2% | -9.5% |
| 1Y | -4.4% | +48.6% | -53.0% | -12.4% |
| 3Y | +100.4% | +166.9% | -66.5% | +68.3% |
| 5Y | +294.3% | +152.4% | +141.9% | +230.8% |
| All | +989.1% | +190.6% | +798.5% | +739.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PSLV.
Daily Out/Under-Performance
Portfolio return minus PSLV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSLV 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 PSLV 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