-45.4%
TOST vs TKO
+283.0%
-328.4%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.1% | -1.4% | -1.3% |
| 7D | -3.6% | +3.1% | -6.7% | -4.8% |
| 30D | +8.9% | +15.0% | -6.1% | +3.1% |
| 3M | -2.2% | +2.9% | -5.1% | -3.7% |
| 6M | +41.0% | +9.0% | +32.0% | +35.3% |
| YTD | -4.0% | -3.4% | -0.6% | -4.0% |
| 1Y | -9.6% | +12.8% | -22.4% | -15.5% |
| 3Y | +141.7% | +158.0% | -16.3% | +56.3% |
| 5Y | -29.5% | +285.4% | -314.9% | -76.3% |
| All | -45.4% | +283.0% | -328.4% | -82.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling