+103.1%
TXT vs TKO
+989.7%
-886.6%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.4% | +1.9% | +2.2% |
| 7D | +2.5% | +2.3% | +0.2% | +1.9% |
| 30D | -8.9% | -2.5% | -6.4% | -8.4% |
| 3M | -13.6% | -10.6% | -3.0% | -11.6% |
| 6M | -13.1% | -5.1% | -8.0% | -12.7% |
| YTD | -7.0% | -8.2% | +1.2% | -6.0% |
| 1Y | -1.4% | -4.4% | +3.0% | -1.5% |
| 3Y | +7.0% | +100.4% | -93.4% | -12.1% |
| 5Y | +15.4% | +294.3% | -278.9% | -22.2% |
| All | +103.1% | +989.7% | -886.6% | +12.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling