+917.7%
TT vs TKO
+989.7%
-72.0%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.4% | +0.3% | +0.6% |
| 7D | -1.2% | +2.3% | -3.5% | -1.6% |
| 30D | -7.3% | -2.5% | -4.8% | -7.0% |
| 3M | -3.6% | -10.6% | +7.0% | -2.1% |
| 6M | +2.8% | -5.1% | +7.9% | +3.1% |
| YTD | +14.5% | -8.2% | +22.7% | +15.4% |
| 1Y | +7.4% | -4.4% | +11.9% | +7.3% |
| 3Y | +116.2% | +100.4% | +15.9% | +88.5% |
| 5Y | +147.4% | +294.3% | -146.9% | +88.5% |
| All | +917.7% | +989.7% | -72.0% | +534.2% |
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