+829.0%
TTMI vs TKO
+291.2%
+537.8%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +0.4% | +3.0% | +3.2% |
| 7D | +0.7% | +2.3% | -1.6% | 0.0% |
| 30D | -8.4% | -2.5% | -6.0% | -8.0% |
| 3M | -32.5% | -10.6% | -21.9% | -30.6% |
| 6M | +32.5% | -5.1% | +37.5% | +33.1% |
| YTD | +83.2% | -8.2% | +91.5% | +86.0% |
| 1Y | +161.7% | -4.4% | +166.1% | +162.1% |
| 3Y | +890.1% | +100.4% | +789.8% | +698.0% |
| All | +829.0% | +291.2% | +537.8% | +482.0% |
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