-21.3%
TMF vs TKO
-14.6%
-6.8%
-24.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.8% | +2.2% | +1.0% |
| 7D | -1.4% | +0.7% | -2.2% | -1.8% |
| 30D | -2.8% | +1.6% | -4.4% | -3.3% |
| 3M | -10.9% | -7.8% | -3.1% | -8.4% |
| 6M | -21.3% | -13.3% | -8.0% | -15.4% |
| All | -21.3% | -14.6% | -6.8% | -15.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling