-31.0%
TOST vs TKO
+279.0%
-310.0%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.2% | -0.5% | -0.6% |
| 7D | +3.0% | +6.4% | -3.5% | +0.5% |
| 30D | +10.3% | +11.9% | -1.7% | +5.6% |
| 3M | -3.3% | +5.6% | -8.9% | -5.7% |
| 6M | +37.8% | +7.5% | +30.3% | +33.2% |
| YTD | -2.8% | -3.5% | +0.7% | -2.7% |
| 1Y | -9.6% | +13.0% | -22.5% | -15.4% |
| 3Y | +144.6% | +157.6% | -12.9% | +60.9% |
| 5Y | -31.0% | +288.2% | -319.2% | -76.2% |
| All | -31.0% | +279.0% | -310.0% | -76.2% |
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