-20.7%
TLT vs TKO
+989.7%
-1,010.3%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.4% | -0.2% | +0.1% |
| 7D | -1.6% | +2.3% | -3.9% | -1.6% |
| 30D | -1.1% | -2.5% | +1.3% | -1.2% |
| 3M | -4.9% | -10.6% | +5.7% | -5.1% |
| 6M | -5.0% | -5.1% | 0.0% | -5.1% |
| YTD | -4.4% | -8.2% | +3.9% | -4.5% |
| 1Y | -6.4% | -4.4% | -1.9% | -6.4% |
| 3Y | -2.0% | +100.4% | -102.4% | +1.1% |
| 5Y | -35.0% | +294.3% | -329.3% | -30.1% |
| All | -20.7% | +989.7% | -1,010.3% | -4.7% |
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 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