+181.2%
TSCO vs TKO
+989.7%
-808.4%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.4% | -1.9% | -1.6% |
| 7D | -5.7% | +2.3% | -8.0% | -6.0% |
| 30D | -8.8% | -2.5% | -6.3% | -8.4% |
| 3M | +6.3% | -10.6% | +16.9% | +8.1% |
| 6M | -32.3% | -5.1% | -27.2% | -31.8% |
| YTD | -32.7% | -8.2% | -24.5% | -32.1% |
| 1Y | -43.7% | -4.4% | -39.2% | -43.6% |
| 3Y | -19.7% | +100.4% | -120.0% | -29.3% |
| 5Y | -11.6% | +294.3% | -305.9% | -31.3% |
| All | +181.2% | +989.7% | -808.4% | +79.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling