+4.6%
TXT vs TKO
+102.0%
-97.4%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.8% | -0.1% | -0.7% |
| 7D | -0.2% | +0.1% | -0.3% | -0.3% |
| 30D | -10.2% | -2.6% | -7.6% | -9.9% |
| 3M | -13.3% | -7.8% | -5.5% | -12.3% |
| 6M | -14.4% | -7.0% | -7.3% | -13.7% |
| YTD | -9.1% | -8.5% | -0.6% | -8.2% |
| 1Y | -2.2% | -1.3% | -0.9% | -2.7% |
| All | +4.6% | +102.0% | -97.4% | -3.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling