+578.5%
TLN vs TKO
+154.2%
+424.3%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.7% | -3.4% | -3.0% |
| 7D | +11.0% | +2.3% | +8.7% | +10.3% |
| 30D | +4.9% | +13.4% | -8.5% | +0.7% |
| 3M | +4.9% | -1.7% | +6.6% | +5.3% |
| 6M | +7.1% | +7.2% | -0.1% | +2.9% |
| YTD | +0.3% | -5.4% | +5.7% | +0.8% |
| 1Y | +5.9% | +8.7% | -2.8% | +0.8% |
| 3Y | +578.5% | +150.4% | +428.0% | +469.8% |
| All | +578.5% | +154.2% | +424.3% | +469.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling