-72.2%
TTD vs TKO
+1.2%
-73.4%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.8% | -2.6% | -4.1% |
| 7D | +6.3% | +0.7% | +5.6% | +6.2% |
| 30D | -23.9% | +1.6% | -25.5% | -23.8% |
| 3M | -31.4% | -7.8% | -23.6% | -31.0% |
| 6M | -42.7% | -13.3% | -29.4% | -42.2% |
| YTD | -62.0% | -10.3% | -51.7% | -61.7% |
| 1Y | -72.2% | -0.6% | -71.6% | -72.6% |
| All | -72.2% | +1.2% | -73.4% | -72.6% |
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 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