-72.0%
TTD vs TKO
+5.6%
-77.6%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +3.4% | -0.5% | +2.2% |
| 7D | +3.7% | +11.3% | -7.6% | +1.7% |
| 30D | +10.4% | +9.3% | +1.1% | +8.6% |
| 3M | -31.6% | +5.3% | -36.9% | -32.2% |
| 6M | -45.1% | +4.9% | -50.0% | -44.9% |
| YTD | -65.1% | -6.3% | -58.8% | -65.3% |
| 1Y | -72.0% | +4.9% | -76.9% | -73.3% |
| All | -72.0% | +5.6% | -77.6% | -73.3% |
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