+7,651.7%
TSM vs TKO
+1,439.7%
+6,211.9%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +5.0% | -2.7% | +1.3% |
| 7D | +6.0% | +7.2% | -1.1% | +4.4% |
| 30D | +4.5% | +4.7% | -0.2% | +3.3% |
| 3M | +3.1% | -3.2% | +6.3% | +3.3% |
| 6M | +30.2% | -2.9% | +33.1% | +30.2% |
| YTD | +45.2% | -5.8% | +51.0% | +45.8% |
| 1Y | +79.6% | -1.1% | +80.6% | +77.7% |
| 3Y | +411.0% | +111.1% | +299.9% | +322.3% |
| 5Y | +290.7% | +315.6% | -24.8% | +173.3% |
| 10Y | +1,753.6% | +978.5% | +775.1% | +873.9% |
| All | +7,651.7% | +1,439.7% | +6,211.9% | +2,369.3% |
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