+7,716.5%
TPR vs TKO
+2,894.1%
+4,822.4%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.8% | +1.8% | +0.5% |
| 7D | -2.3% | +0.7% | -3.0% | -2.5% |
| 30D | -23.0% | +1.6% | -24.6% | -23.5% |
| 3M | -12.5% | -7.8% | -4.7% | -10.9% |
| 6M | -21.4% | -13.3% | -8.1% | -18.7% |
| YTD | -3.5% | -10.3% | +6.8% | -1.4% |
| 1Y | +17.4% | -0.6% | +18.0% | +16.4% |
| 3Y | +291.3% | +88.5% | +202.8% | +215.9% |
| 5Y | +241.9% | +284.7% | -42.8% | +119.2% |
| 10Y | +322.7% | +905.7% | -583.1% | +91.0% |
| All | +7,716.5% | +2,894.1% | +4,822.4% | +1,662.6% |
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