+218.7%
TRU vs TKO
+1,191.6%
-972.9%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.4% | +0.6% | +0.9% |
| 7D | -2.7% | +2.3% | -5.0% | -3.4% |
| 30D | -2.0% | -2.5% | +0.4% | -1.5% |
| 3M | +18.4% | -10.6% | +29.0% | +21.5% |
| 6M | +8.9% | -5.1% | +13.9% | +9.8% |
| YTD | -8.9% | -8.2% | -0.7% | -7.6% |
| 1Y | -15.9% | -4.4% | -11.4% | -15.6% |
| 3Y | -1.1% | +100.4% | -101.5% | -17.7% |
| 5Y | -35.2% | +294.3% | -329.5% | -54.4% |
| 10Y | +145.3% | +983.2% | -837.9% | +32.9% |
| All | +218.7% | +1,191.6% | -972.9% | +68.9% |
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