+6.1%
TT vs TKO
-2.5%
+8.6%
-16.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.8% | -0.2% | -0.9% |
| 7D | -1.0% | +0.1% | -1.1% | -1.0% |
| 30D | -8.9% | -2.6% | -6.3% | -8.7% |
| 3M | -1.8% | -7.8% | +5.9% | -1.0% |
| 6M | +1.9% | -7.0% | +8.9% | +2.2% |
| YTD | +13.8% | -8.5% | +22.3% | +13.9% |
| 1Y | +6.1% | -1.3% | +7.4% | +4.8% |
| All | +6.1% | -2.5% | +8.6% | +4.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling