-81.9%
TMF vs TKO
+1,112.7%
-1,194.6%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -2.7% | -1.7% | -4.6% |
| 7D | -8.2% | +2.6% | -10.8% | -8.0% |
| 30D | +5.3% | +11.6% | -6.3% | +6.1% |
| 3M | -8.5% | -0.1% | -8.3% | -8.5% |
| 6M | -17.2% | +6.7% | -23.9% | -16.7% |
| YTD | -23.4% | -6.0% | -17.4% | -23.7% |
| 1Y | -30.2% | +8.5% | -38.8% | -29.6% |
| 3Y | -32.9% | +150.9% | -183.9% | -25.5% |
| 5Y | -88.5% | +274.0% | -362.6% | -86.2% |
| All | -81.9% | +1,112.7% | -1,194.6% | -70.8% |
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 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