-21.3%
TOST vs TKO
-1.0%
-20.3%
-46.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.4% | +0.2% | +0.5% |
| 7D | -5.4% | +2.3% | -7.7% | -6.0% |
| 30D | -5.7% | -2.5% | -3.2% | -5.2% |
| 3M | +30.1% | -10.6% | +40.7% | +33.5% |
| 6M | +11.9% | -5.1% | +17.0% | +12.5% |
| YTD | -9.5% | -8.2% | -1.3% | -8.1% |
| 1Y | -21.3% | -4.4% | -16.8% | -20.5% |
| All | -21.3% | -1.0% | -20.3% | -20.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling