-22.0%
TLN vs TKO
-1.0%
-21.0%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.4% | 0.0% | +0.3% |
| 7D | -1.3% | +2.3% | -3.7% | -1.8% |
| 30D | -14.3% | -2.5% | -11.9% | -14.0% |
| 3M | -9.3% | -10.6% | +1.3% | -7.1% |
| 6M | -1.1% | -5.1% | +4.0% | -0.9% |
| YTD | -16.6% | -8.2% | -8.3% | -15.2% |
| 1Y | -22.0% | -4.4% | -17.6% | -23.7% |
| All | -22.0% | -1.0% | -21.0% | -23.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling