+42.9%
TXG vs TKO
+102.7%
-59.8%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +0.4% | +3.0% | +3.2% |
| 7D | +9.5% | +2.3% | +7.2% | +8.6% |
| 30D | +18.8% | -2.5% | +21.2% | +19.7% |
| 3M | +136.1% | -10.6% | +146.7% | +144.0% |
| 6M | +235.2% | -5.1% | +240.3% | +237.8% |
| YTD | +320.5% | -8.2% | +328.8% | +329.4% |
| 1Y | +425.2% | -4.4% | +429.6% | +427.4% |
| 3Y | +42.9% | +100.4% | -57.5% | +14.5% |
| All | +42.9% | +102.7% | -59.8% | +14.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling