+2,634.7%
TRV vs TKO
+1,395.0%
+1,239.7%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.8% | +1.3% | +0.7% |
| 7D | -1.5% | +0.1% | -1.6% | -1.5% |
| 30D | -1.8% | -2.6% | +0.8% | -1.5% |
| 3M | +21.6% | -7.8% | +29.4% | +22.8% |
| 6M | +22.5% | -7.0% | +29.5% | +23.3% |
| YTD | +28.1% | -8.5% | +36.7% | +29.1% |
| 1Y | +37.0% | -1.3% | +38.3% | +36.2% |
| 3Y | +141.9% | +105.0% | +36.9% | +109.6% |
| 5Y | +158.5% | +292.9% | -134.4% | +97.7% |
| 10Y | +297.5% | +979.3% | -681.8% | +144.5% |
| All | +2,634.7% | +1,395.0% | +1,239.7% | +1,109.2% |
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