+6,959.5%
TSM vs TKO
+1,446.8%
+5,512.6%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.7% | -2.4% | -1.8% |
| 7D | +6.2% | +2.3% | +3.9% | +5.7% |
| 30D | -7.3% | +13.4% | -20.6% | -9.8% |
| 3M | -7.1% | -1.7% | -5.4% | -7.0% |
| 6M | +0.2% | +7.2% | -7.0% | -2.0% |
| YTD | +32.2% | -5.4% | +37.6% | +32.4% |
| 1Y | +42.8% | +8.7% | +34.1% | +38.5% |
| 3Y | +330.4% | +150.4% | +180.0% | +244.1% |
| 5Y | +263.9% | +276.6% | -12.7% | +160.0% |
| 10Y | +1,580.2% | +1,134.6% | +445.6% | +756.7% |
| All | +6,959.5% | +1,446.8% | +5,512.6% | +2,143.6% |
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