+356.2%
TPR vs TKO
+1,121.1%
-764.9%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.7% | -0.9% | -0.4% |
| 7D | -0.3% | +2.3% | -2.6% | -1.0% |
| 30D | +15.1% | +13.4% | +1.7% | +10.9% |
| 3M | +3.5% | -1.7% | +5.3% | +3.7% |
| 6M | +0.4% | +7.2% | -6.8% | -2.7% |
| YTD | +4.6% | -5.4% | +10.0% | +5.1% |
| 1Y | +33.1% | +8.7% | +24.4% | +28.2% |
| 3Y | +396.0% | +150.4% | +245.5% | +267.7% |
| 5Y | +230.3% | +276.6% | -46.3% | +106.8% |
| All | +356.2% | +1,121.1% | -764.9% | +113.8% |
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