+25.4%
TMO vs TKO
+5.6%
+19.7%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +3.4% | -2.2% | +0.6% |
| 7D | +0.3% | +11.3% | -11.0% | -1.4% |
| 30D | +4.3% | +9.3% | -4.9% | +2.8% |
| 3M | +25.1% | +5.3% | +19.8% | +23.7% |
| 6M | +52.9% | +4.9% | +48.1% | +51.2% |
| YTD | +22.2% | -6.3% | +28.5% | +22.4% |
| 1Y | +25.4% | +4.9% | +20.5% | +24.7% |
| All | +25.4% | +5.6% | +19.7% | +24.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling