+365.8%
TTD vs TKO
+1,040.7%
-674.9%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +5.0% | -7.8% | -4.8% |
| 7D | +1.7% | +7.2% | -5.4% | -1.0% |
| 30D | +1.6% | +4.7% | -3.1% | -0.3% |
| 3M | -27.8% | -3.2% | -24.6% | -27.2% |
| 6M | -52.1% | -2.9% | -49.3% | -52.0% |
| YTD | -63.1% | -5.8% | -57.3% | -62.9% |
| 1Y | -73.1% | -1.1% | -72.0% | -73.6% |
| 3Y | -83.3% | +111.1% | -194.4% | -88.5% |
| 5Y | -80.6% | +315.6% | -396.2% | -90.4% |
| All | +365.8% | +1,040.7% | -674.9% | +84.6% |
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 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