-68.7%
TMF vs TKO
+2,784.1%
-2,852.7%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.8% | +2.2% | +0.1% |
| 7D | -1.4% | +0.7% | -2.2% | -1.3% |
| 30D | -2.8% | +1.6% | -4.4% | -2.6% |
| 3M | -10.9% | -7.8% | -3.1% | -12.0% |
| 6M | -21.3% | -13.3% | -8.0% | -23.0% |
| YTD | -15.9% | -10.3% | -5.6% | -17.2% |
| 1Y | -15.7% | -0.6% | -15.1% | -15.5% |
| 3Y | -43.4% | +88.5% | -131.8% | -35.8% |
| 5Y | -87.8% | +284.7% | -372.5% | -83.7% |
| 10Y | -86.7% | +905.7% | -992.5% | -75.3% |
| All | -68.7% | +2,784.1% | -2,852.7% | +13.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling