+8,579.1%
TPR vs TKO
+3,119.8%
+5,459.3%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.2% | -0.1% | -0.3% |
| 7D | +12.1% | +6.4% | +5.6% | +10.0% |
| 30D | +16.7% | +11.9% | +4.8% | +12.9% |
| 3M | -17.4% | +5.6% | -23.0% | -19.1% |
| 6M | +2.3% | +7.5% | -5.2% | -0.8% |
| YTD | +7.1% | -3.5% | +10.7% | +7.0% |
| 1Y | +29.5% | +13.0% | +16.5% | +23.6% |
| 3Y | +415.0% | +157.6% | +257.5% | +281.6% |
| 5Y | +261.5% | +288.2% | -26.8% | +131.0% |
| 10Y | +383.3% | +1,196.6% | -813.3% | +103.1% |
| All | +8,579.1% | +3,119.8% | +5,459.3% | +1,812.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling