+4.9%
TKO vs TW
+20.8%
-15.8%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +1.0% | +2.3% | +3.4% |
| 7D | +11.3% | +6.0% | +5.3% | +11.6% |
| 30D | +9.3% | +18.6% | -9.3% | +10.3% |
| 3M | +5.3% | +26.5% | -21.3% | +6.6% |
| 6M | +4.9% | +13.1% | -8.3% | +6.5% |
| YTD | -6.3% | +18.5% | -24.8% | -4.2% |
| 1Y | +4.9% | +21.7% | -16.8% | +7.4% |
| All | +4.9% | +20.8% | -15.8% | +7.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 1y: compounded portfolio wealth divided by compounded TW 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…
1y analysis · Full analysis span regression · 6 months rolling