+570.0%
TLN vs TKO
+101.7%
+468.3%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.8% | -1.8% | -2.3% |
| 7D | +2.0% | +0.1% | +1.9% | +1.9% |
| 30D | -12.9% | -2.6% | -10.3% | -12.4% |
| 3M | -7.4% | -7.8% | +0.3% | -5.8% |
| 6M | -6.0% | -7.0% | +1.0% | -4.9% |
| YTD | -16.9% | -8.5% | -8.3% | -15.6% |
| 1Y | -22.6% | -1.3% | -21.3% | -23.4% |
| 3Y | +469.0% | +105.0% | +364.1% | +411.2% |
| All | +570.0% | +101.7% | +468.3% | +494.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling