-40.9%
TSCO vs TKO
+1.2%
-42.1%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.8% | +2.9% | +1.5% |
| 7D | +0.8% | +0.7% | 0.0% | +0.6% |
| 30D | +5.5% | +1.6% | +3.8% | +5.1% |
| 3M | +20.0% | -7.8% | +27.7% | +21.7% |
| 6M | -29.8% | -13.3% | -16.5% | -28.9% |
| YTD | -28.7% | -10.3% | -18.4% | -27.7% |
| 1Y | -40.9% | -0.6% | -40.3% | -41.7% |
| All | -40.9% | +1.2% | -42.1% | -41.7% |
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