+10.8%
TSN vs TKO
+102.0%
-91.2%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.8% | +2.1% | +1.4% |
| 7D | +1.4% | +0.1% | +1.2% | +1.3% |
| 30D | -6.2% | -2.6% | -3.6% | -6.0% |
| 3M | -5.7% | -7.8% | +2.1% | -5.3% |
| 6M | -11.4% | -7.0% | -4.3% | -11.0% |
| YTD | -8.2% | -8.5% | +0.4% | -7.8% |
| 1Y | -2.0% | -1.3% | -0.7% | -2.1% |
| All | +10.8% | +102.0% | -91.2% | +6.9% |
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