+59.6%
TXN vs TKO
+291.2%
-231.6%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +0.4% | +3.5% | +3.8% |
| 7D | +4.0% | +2.3% | +1.7% | +3.5% |
| 30D | -2.9% | -2.5% | -0.4% | -2.6% |
| 3M | -9.1% | -10.6% | +1.5% | -7.7% |
| 6M | +36.6% | -5.1% | +41.7% | +36.7% |
| YTD | +57.5% | -8.2% | +65.7% | +58.3% |
| 1Y | +49.5% | -4.4% | +54.0% | +48.6% |
| 3Y | +76.5% | +100.4% | -23.8% | +46.6% |
| All | +59.6% | +291.2% | -231.6% | +1.2% |
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 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