+398.4%
TSM vs TKO
+102.0%
+296.5%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.8% | -0.9% | -1.5% |
| 7D | +2.6% | +0.1% | +2.5% | +2.6% |
| 30D | +1.4% | -2.6% | +4.0% | +1.8% |
| 3M | +5.0% | -7.8% | +12.7% | +6.3% |
| 6M | +24.0% | -7.0% | +31.0% | +24.9% |
| YTD | +41.6% | -8.5% | +50.1% | +42.9% |
| 1Y | +66.2% | -1.3% | +67.5% | +63.8% |
| All | +398.4% | +102.0% | +296.5% | +328.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling