+376.4%
TTD vs TKO
+1,011.4%
-635.0%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.4% | +2.3% | +2.5% |
| 7D | -0.6% | +2.3% | -2.9% | -1.6% |
| 30D | +6.3% | -2.5% | +8.8% | +7.3% |
| 3M | -24.1% | -10.6% | -13.5% | -21.0% |
| 6M | -47.4% | -5.1% | -42.4% | -46.9% |
| YTD | -62.2% | -8.2% | -54.0% | -61.6% |
| 1Y | -68.3% | -4.4% | -63.9% | -68.5% |
| 3Y | -83.4% | +100.4% | -183.8% | -88.3% |
| 5Y | -80.3% | +294.3% | -374.6% | -90.0% |
| All | +376.4% | +1,011.4% | -635.0% | +90.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling