+981.1%
TXN vs TKO
+1,395.0%
-413.9%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.8% | -0.3% | -0.9% |
| 7D | +2.0% | +0.1% | +1.8% | +1.9% |
| 30D | -8.0% | -2.6% | -5.4% | -7.6% |
| 3M | -7.8% | -7.8% | 0.0% | -6.7% |
| 6M | +32.4% | -7.0% | +39.4% | +33.2% |
| YTD | +51.7% | -8.5% | +60.2% | +52.6% |
| 1Y | +44.3% | -1.3% | +45.6% | +42.6% |
| 3Y | +71.3% | +105.0% | -33.7% | +41.9% |
| 5Y | +56.4% | +292.9% | -236.5% | +11.0% |
| 10Y | +410.2% | +979.3% | -569.1% | +178.5% |
| All | +981.1% | +1,395.0% | -413.9% | +276.8% |
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