-24.3%
TMF vs TKO
+5.6%
-29.9%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +3.4% | -0.9% | +1.6% |
| 7D | +4.0% | +11.3% | -7.3% | +1.3% |
| 30D | +19.5% | +9.3% | +10.2% | +16.8% |
| 3M | -3.5% | +5.3% | -8.8% | -4.7% |
| 6M | -10.6% | +4.9% | -15.4% | -11.6% |
| YTD | -17.1% | -6.3% | -10.8% | -17.6% |
| 1Y | -24.3% | +4.9% | -29.2% | -23.5% |
| All | -24.3% | +5.6% | -29.9% | -23.5% |
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