+3,805.7%
TT vs TKO
+1,436.2%
+2,369.4%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.7% | +2.5% | +0.4% |
| 7D | +8.1% | +2.6% | +5.4% | +7.5% |
| 30D | -11.3% | +11.6% | -22.9% | -13.4% |
| 3M | -11.2% | -0.1% | -11.0% | -11.5% |
| 6M | -8.9% | +6.7% | -15.6% | -10.9% |
| YTD | +9.7% | -6.0% | +15.7% | +10.0% |
| 1Y | +1.3% | +8.5% | -7.3% | -1.7% |
| 3Y | +93.4% | +150.9% | -57.6% | +54.9% |
| 5Y | +133.5% | +274.0% | -140.5% | +67.6% |
| 10Y | +739.9% | +1,126.1% | -386.2% | +325.2% |
| All | +3,805.7% | +1,436.2% | +2,369.4% | +1,223.5% |
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