+482.8%
TLN vs TKO
+103.5%
+379.3%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.2% | +0.3% | -1.2% |
| 7D | +5.8% | +0.7% | +5.2% | +5.6% |
| 30D | -6.9% | +0.9% | -7.7% | -7.1% |
| 3M | -10.9% | -6.2% | -4.7% | -9.7% |
| 6M | -4.6% | -5.6% | +1.0% | -3.8% |
| YTD | -14.7% | -7.8% | -6.9% | -13.5% |
| 1Y | -17.9% | -1.2% | -16.7% | -18.9% |
| All | +482.8% | +103.5% | +379.3% | +413.1% |
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