+515.4%
TRI vs TKO
+3,211.0%
-2,695.6%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.4% | +1.4% | +1.7% |
| 7D | -7.9% | +2.3% | -10.2% | -8.3% |
| 30D | -4.5% | -2.5% | -2.0% | -4.2% |
| 3M | +22.1% | -10.6% | +32.7% | +24.0% |
| 6M | -2.8% | -5.1% | +2.3% | -2.3% |
| YTD | -23.4% | -8.2% | -15.2% | -22.8% |
| 1Y | -41.5% | -4.4% | -37.1% | -41.5% |
| 3Y | -19.2% | +100.4% | -119.6% | -28.8% |
| 5Y | -9.4% | +294.3% | -303.7% | -29.2% |
| 10Y | +195.6% | +983.2% | -787.6% | +83.1% |
| All | +515.4% | +3,211.0% | -2,695.6% | +149.3% |
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 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