+4,025.3%
TT vs TKO
+1,366.3%
+2,659.0%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.8% | +2.6% | +1.2% |
| 7D | 0.0% | +0.7% | -0.7% | -0.2% |
| 30D | -7.2% | +1.6% | -8.8% | -7.6% |
| 3M | -3.0% | -7.8% | +4.8% | -1.8% |
| 6M | +1.4% | -13.3% | +14.6% | +3.7% |
| YTD | +15.9% | -10.3% | +26.2% | +17.6% |
| 1Y | +9.4% | -0.6% | +10.0% | +8.4% |
| 3Y | +124.4% | +88.5% | +35.9% | +90.6% |
| 5Y | +138.0% | +284.7% | -146.7% | +69.9% |
| 10Y | +886.4% | +905.7% | -19.3% | +422.8% |
| All | +4,025.3% | +1,366.3% | +2,659.0% | +1,314.9% |
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 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