+100.4%
TKO vs TW
+19.1%
+81.3%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.0% | +1.4% | +0.5% |
| 7D | +2.3% | -4.5% | +6.8% | +2.8% |
| 30D | -2.5% | -2.3% | -0.2% | -2.3% |
| 3M | -10.6% | +2.6% | -13.2% | -11.1% |
| 6M | -5.1% | -17.5% | +12.5% | -2.2% |
| YTD | -8.2% | -5.3% | -2.9% | -8.1% |
| 1Y | -4.4% | -14.8% | +10.3% | -2.0% |
| 3Y | +100.4% | +18.8% | +81.5% | +87.4% |
| All | +100.4% | +19.1% | +81.3% | +87.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling