+572.6%
TLN vs TKO
+102.4%
+470.1%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.4% | 0.0% | +0.3% |
| 7D | -1.3% | +2.3% | -3.7% | -1.9% |
| 30D | -14.3% | -2.5% | -11.9% | -13.8% |
| 3M | -9.3% | -10.6% | +1.3% | -6.9% |
| 6M | -1.1% | -5.1% | +4.0% | -0.5% |
| YTD | -16.6% | -8.2% | -8.3% | -15.4% |
| 1Y | -22.0% | -4.4% | -17.6% | -22.0% |
| 3Y | +470.2% | +100.4% | +369.8% | +412.5% |
| All | +572.6% | +102.4% | +470.1% | +496.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TKO.
Daily Out/Under-Performance
Portfolio return minus TKO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TKO 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 TKO 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