+1,199.2%
TNA vs TKO
+2,883.9%
-1,684.8%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.8% | -2.3% | -2.5% |
| 7D | -7.6% | +0.1% | -7.7% | -7.9% |
| 30D | -13.6% | -2.6% | -11.0% | -12.2% |
| 3M | +2.8% | -7.8% | +10.6% | +7.7% |
| 6M | +34.5% | -7.0% | +41.5% | +39.3% |
| YTD | +41.0% | -8.5% | +49.6% | +46.6% |
| 1Y | +52.0% | -1.3% | +53.3% | +48.8% |
| 3Y | +103.5% | +105.0% | -1.5% | +9.7% |
| 5Y | -22.5% | +292.9% | -315.4% | -75.2% |
| 10Y | +81.9% | +979.3% | -897.5% | -76.5% |
| All | +1,199.2% | +2,883.9% | -1,684.8% | -86.6% |
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