-59.4%
TXG vs TKO
+291.2%
-350.6%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +0.4% | +3.0% | +3.2% |
| 7D | +9.5% | +2.3% | +7.2% | +8.5% |
| 30D | +18.8% | -2.5% | +21.2% | +19.8% |
| 3M | +136.1% | -10.6% | +146.7% | +145.1% |
| 6M | +235.2% | -5.1% | +240.3% | +238.7% |
| YTD | +320.5% | -8.2% | +328.8% | +331.1% |
| 1Y | +425.2% | -4.4% | +429.6% | +426.6% |
| 3Y | +42.9% | +100.4% | -57.5% | +4.8% |
| All | -59.4% | +291.2% | -350.6% | -81.5% |
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 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