-26.5%
TMF vs TKO
-2.5%
-24.0%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.8% | -2.7% | -3.3% |
| 7D | -4.8% | +0.1% | -4.9% | -4.8% |
| 30D | -4.9% | -2.6% | -2.3% | -4.3% |
| 3M | -13.4% | -7.8% | -5.6% | -12.0% |
| 6M | -23.0% | -7.0% | -16.0% | -22.6% |
| YTD | -20.2% | -8.5% | -11.6% | -19.8% |
| 1Y | -26.5% | -1.3% | -25.2% | -25.7% |
| All | -26.5% | -2.5% | -24.0% | -25.7% |
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 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