-80.8%
TTD vs TKO
+303.5%
-384.3%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.8% | +1.4% | +0.9% |
| 7D | -7.4% | +0.1% | -7.5% | -7.6% |
| 30D | +3.0% | -2.6% | +5.6% | +4.0% |
| 3M | -27.6% | -7.8% | -19.8% | -25.6% |
| 6M | -49.5% | -7.0% | -42.5% | -48.5% |
| YTD | -63.2% | -8.5% | -54.7% | -62.6% |
| 1Y | -69.7% | -1.3% | -68.4% | -70.3% |
| 3Y | -83.3% | +105.0% | -188.3% | -88.7% |
| 5Y | -80.8% | +292.9% | -373.7% | -93.6% |
| All | -80.8% | +303.5% | -384.3% | -93.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling