+5,641.7%
TMO vs TKO
+1,400.2%
+4,241.4%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.4% | +0.7% | +1.0% |
| 7D | -0.6% | +2.3% | -3.0% | -1.0% |
| 30D | +1.1% | -2.5% | +3.6% | +1.4% |
| 3M | +28.3% | -10.6% | +38.9% | +30.3% |
| 6M | +23.3% | -5.1% | +28.3% | +23.9% |
| YTD | +5.5% | -8.2% | +13.7% | +6.3% |
| 1Y | +24.5% | -4.4% | +29.0% | +24.6% |
| 3Y | +19.6% | +100.4% | -80.8% | +5.3% |
| 5Y | +8.1% | +294.3% | -286.2% | -15.4% |
| 10Y | +336.7% | +983.2% | -646.4% | +175.3% |
| All | +5,641.7% | +1,400.2% | +4,241.4% | +2,501.5% |
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