+239.1%
TPR vs TKO
+312.5%
-73.5%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +5.0% | -8.7% | -5.1% |
| 7D | -3.4% | +7.2% | -10.5% | -5.3% |
| 30D | -27.3% | +4.7% | -32.0% | -28.5% |
| 3M | -16.2% | -3.2% | -13.0% | -16.0% |
| 6M | -17.9% | -2.9% | -15.0% | -17.9% |
| YTD | -7.1% | -5.8% | -1.3% | -6.5% |
| 1Y | +13.6% | -1.1% | +14.7% | +12.7% |
| 3Y | +293.7% | +111.1% | +182.6% | +218.3% |
| 5Y | +239.1% | +315.6% | -76.5% | +90.1% |
| All | +239.1% | +312.5% | -73.5% | +90.1% |
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