-48.9%
TOST vs TKO
+262.6%
-311.5%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.8% | -0.8% | -1.3% |
| 7D | -5.9% | +0.1% | -6.0% | -6.0% |
| 30D | -8.4% | -2.6% | -5.8% | -7.7% |
| 3M | +31.4% | -7.8% | +39.2% | +35.0% |
| 6M | +10.5% | -7.0% | +17.5% | +12.8% |
| YTD | -10.1% | -8.5% | -1.5% | -8.0% |
| 1Y | -19.9% | -1.3% | -18.6% | -21.0% |
| 3Y | +53.3% | +105.0% | -51.7% | +9.4% |
| All | -48.9% | +262.6% | -311.5% | -83.4% |
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