-23.0%
TNA vs TKO
+291.2%
-314.2%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.4% | +0.7% | +0.8% |
| 7D | -7.3% | +2.3% | -9.6% | -8.8% |
| 30D | -14.2% | -2.5% | -11.7% | -13.0% |
| 3M | -4.6% | -10.6% | +6.0% | +1.7% |
| 6M | +36.9% | -5.1% | +42.0% | +39.4% |
| YTD | +42.5% | -8.2% | +50.8% | +47.7% |
| 1Y | +45.8% | -4.4% | +50.2% | +46.1% |
| 3Y | +104.7% | +100.4% | +4.3% | +21.4% |
| All | -23.0% | +291.2% | -314.2% | -82.8% |
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