-38.4%
TRI vs TKO
+1.2%
-39.6%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -1.8% | -3.6% | -5.1% |
| 7D | -0.5% | +0.7% | -1.3% | -0.6% |
| 30D | +7.9% | +1.6% | +6.3% | +7.7% |
| 3M | +24.1% | -7.8% | +31.8% | +25.2% |
| 6M | +3.8% | -13.3% | +17.1% | +5.5% |
| YTD | -16.9% | -10.3% | -6.6% | -15.6% |
| 1Y | -38.4% | -0.6% | -37.8% | -39.3% |
| All | -38.4% | +1.2% | -39.6% | -39.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling