+408.0%
TPR vs TKO
+159.2%
+248.8%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.2% | -0.1% | -0.3% |
| 7D | +12.1% | +6.4% | +5.6% | +10.1% |
| 30D | +16.7% | +11.9% | +4.8% | +13.0% |
| 3M | -17.4% | +5.6% | -23.0% | -19.1% |
| 6M | +2.3% | +7.5% | -5.2% | -1.1% |
| YTD | +7.1% | -3.5% | +10.7% | +7.0% |
| 1Y | +29.5% | +13.0% | +16.5% | +23.4% |
| All | +408.0% | +159.2% | +248.8% | +326.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling