-42.3%
TMF vs TKO
+104.9%
-147.1%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +5.0% | -5.1% | -0.8% |
| 7D | +1.0% | +7.2% | -6.2% | 0.0% |
| 30D | -1.8% | +4.7% | -6.5% | -2.4% |
| 3M | -8.2% | -3.2% | -5.0% | -7.9% |
| 6M | -19.5% | -2.9% | -16.6% | -19.4% |
| YTD | -16.0% | -5.8% | -10.2% | -15.7% |
| 1Y | -22.5% | -1.1% | -21.4% | -22.6% |
| 3Y | -42.3% | +111.1% | -153.4% | -45.9% |
| All | -42.3% | +104.9% | -147.1% | -45.9% |
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