+1,779.8%
TSM vs TKO
+989.7%
+790.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.4% | +0.9% | +1.1% |
| 7D | +1.0% | +2.3% | -1.3% | +0.5% |
| 30D | +1.0% | -2.5% | +3.4% | +1.3% |
| 3M | +2.9% | -10.6% | +13.5% | +4.8% |
| 6M | +22.8% | -5.1% | +27.9% | +23.4% |
| YTD | +43.3% | -8.2% | +51.5% | +44.6% |
| 1Y | +69.2% | -4.4% | +73.6% | +68.8% |
| 3Y | +404.5% | +100.4% | +304.1% | +326.9% |
| 5Y | +282.2% | +294.3% | -12.1% | +174.7% |
| All | +1,779.8% | +989.7% | +790.1% | +1,041.2% |
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 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