+172.6%
TTMI vs TKO
+1.2%
+171.4%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | -1.8% | +10.6% | +9.4% |
| 7D | +5.9% | +0.7% | +5.1% | +5.5% |
| 30D | -4.3% | +1.6% | -5.9% | -5.4% |
| 3M | -32.0% | -7.8% | -24.3% | -30.6% |
| 6M | +19.5% | -13.3% | +32.8% | +25.8% |
| YTD | +82.0% | -10.3% | +92.3% | +87.9% |
| 1Y | +172.6% | -0.6% | +173.2% | +161.6% |
| All | +172.6% | +1.2% | +171.4% | +161.6% |
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