+27.6%
TXG vs TKO
+189.4%
-161.9%
-96.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -2.2% | +4.7% | +3.1% |
| 7D | +9.1% | +0.7% | +8.5% | +9.0% |
| 30D | +14.9% | +0.9% | +14.0% | +14.6% |
| 3M | +120.0% | -6.2% | +126.1% | +122.4% |
| 6M | +221.8% | -5.6% | +227.4% | +224.5% |
| YTD | +312.6% | -7.8% | +320.4% | +318.9% |
| 1Y | +398.4% | -1.2% | +399.7% | +396.5% |
| 3Y | +42.1% | +106.5% | -64.4% | +20.6% |
| 5Y | -63.5% | +310.4% | -373.8% | -72.2% |
| All | +27.6% | +189.4% | -161.9% | +2.2% |
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