-88.3%
TMF vs TKO
+306.8%
-395.1%
-89.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.2% | +0.5% | -1.5% |
| 7D | -0.9% | +0.7% | -1.6% | -0.9% |
| 30D | -1.0% | +0.9% | -1.9% | -1.0% |
| 3M | -11.3% | -6.2% | -5.1% | -10.9% |
| 6M | -22.7% | -5.6% | -17.1% | -22.5% |
| YTD | -17.3% | -7.8% | -9.5% | -17.1% |
| 1Y | -22.5% | -1.2% | -21.3% | -22.5% |
| 3Y | -43.2% | +106.5% | -149.7% | -44.9% |
| 5Y | -88.3% | +310.4% | -398.7% | -89.0% |
| All | -88.3% | +306.8% | -395.1% | -89.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling