+429.0%
TTMI vs TKO
+2,238.3%
-1,809.2%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.8% | -0.8% | -1.3% |
| 7D | +6.0% | +0.1% | +5.9% | +5.9% |
| 30D | -6.4% | -2.6% | -3.8% | -5.9% |
| 3M | -28.9% | -7.8% | -21.1% | -27.6% |
| 6M | +26.9% | -7.0% | +33.9% | +28.5% |
| YTD | +77.3% | -8.5% | +85.8% | +80.3% |
| 1Y | +147.5% | -1.3% | +148.8% | +145.3% |
| 3Y | +847.6% | +105.0% | +742.7% | +613.0% |
| 5Y | +802.2% | +292.9% | +509.3% | +428.9% |
| 10Y | +1,076.3% | +979.3% | +97.0% | +319.2% |
| All | +429.0% | +2,238.3% | -1,809.2% | -14.1% |
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