-33.4%
TMF vs TKO
+154.2%
-187.6%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.7% | -2.1% | -1.4% |
| 7D | -9.3% | +2.3% | -11.6% | -9.5% |
| 30D | +1.9% | +13.4% | -11.4% | +0.5% |
| 3M | -11.2% | -1.7% | -9.5% | -11.2% |
| 6M | -17.7% | +7.2% | -24.9% | -18.3% |
| YTD | -24.5% | -5.4% | -19.1% | -24.5% |
| 1Y | -29.4% | +8.7% | -38.1% | -29.8% |
| 3Y | -33.4% | +150.4% | -183.9% | -33.1% |
| All | -33.4% | +154.2% | -187.6% | -33.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling