+148.2%
TT vs TKO
+306.8%
-158.6%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.2% | +1.8% | -0.1% |
| 7D | +1.4% | +0.7% | +0.7% | +1.3% |
| 30D | -6.7% | +0.9% | -7.5% | -6.9% |
| 3M | -5.4% | -6.2% | +0.7% | -4.8% |
| 6M | +4.4% | -5.6% | +10.0% | +4.8% |
| YTD | +14.9% | -7.8% | +22.8% | +15.7% |
| 1Y | +9.3% | -1.2% | +10.5% | +8.5% |
| 3Y | +121.7% | +106.5% | +15.2% | +95.0% |
| 5Y | +148.2% | +310.4% | -162.2% | +81.4% |
| All | +148.2% | +306.8% | -158.6% | +81.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling