-46.7%
TOST vs TKO
+273.4%
-320.2%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +5.0% | -6.9% | -3.9% |
| 7D | -0.9% | +7.2% | -8.1% | -3.7% |
| 30D | -3.5% | +4.7% | -8.1% | -5.5% |
| 3M | +38.1% | -3.2% | +41.4% | +39.1% |
| 6M | +9.9% | -2.9% | +12.8% | +10.2% |
| YTD | -6.3% | -5.8% | -0.4% | -5.2% |
| 1Y | -18.3% | -1.1% | -17.3% | -19.4% |
| 3Y | +59.7% | +111.1% | -51.4% | +12.7% |
| All | -46.7% | +273.4% | -320.2% | -82.9% |
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