+159.7%
TRV vs TKO
+291.2%
-131.5%
-18.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.4% | +1.7% | +2.0% |
| 7D | +1.9% | +2.3% | -0.4% | +1.7% |
| 30D | +1.7% | -2.5% | +4.2% | +1.9% |
| 3M | +23.9% | -10.6% | +34.5% | +25.1% |
| 6M | +26.3% | -5.1% | +31.3% | +26.6% |
| YTD | +30.8% | -8.2% | +39.0% | +31.4% |
| 1Y | +36.3% | -4.4% | +40.8% | +36.3% |
| 3Y | +145.0% | +100.4% | +44.6% | +126.6% |
| All | +159.7% | +291.2% | -131.5% | +104.8% |
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