+3,749.8%
TT vs TKO
+1,446.8%
+2,303.0%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.7% | -2.1% | -1.6% |
| 7D | +4.0% | +2.3% | +1.7% | +3.6% |
| 30D | -11.3% | +13.4% | -24.7% | -13.7% |
| 3M | -12.3% | -1.7% | -10.6% | -12.3% |
| 6M | -10.8% | +7.2% | -18.1% | -12.9% |
| YTD | +8.2% | -5.4% | +13.5% | +8.3% |
| 1Y | +1.5% | +8.7% | -7.2% | -1.5% |
| 3Y | +91.5% | +150.4% | -59.0% | +53.5% |
| 5Y | +130.2% | +276.6% | -146.4% | +64.9% |
| 10Y | +727.9% | +1,134.6% | -406.7% | +318.5% |
| All | +3,749.8% | +1,446.8% | +2,303.0% | +1,202.6% |
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