+620.9%
TRGP vs TKO
+291.2%
+329.7%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.4% | -0.9% | -0.6% |
| 7D | +0.1% | +2.3% | -2.2% | -0.5% |
| 30D | +8.0% | -2.5% | +10.5% | +8.4% |
| 3M | +8.3% | -10.6% | +18.9% | +10.7% |
| 6M | +23.9% | -5.1% | +29.0% | +24.3% |
| YTD | +59.6% | -8.2% | +67.9% | +61.1% |
| 1Y | +79.4% | -4.4% | +83.9% | +78.6% |
| 3Y | +269.4% | +100.4% | +169.1% | +204.6% |
| All | +620.9% | +291.2% | +329.7% | +314.7% |
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 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