+188.7%
TXT vs TKO
+1,439.7%
-1,251.0%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +5.0% | -4.4% | -0.6% |
| 7D | -0.2% | +7.2% | -7.4% | -1.9% |
| 30D | -11.1% | +4.7% | -15.8% | -12.1% |
| 3M | -13.0% | -3.2% | -9.8% | -12.7% |
| 6M | -16.2% | -2.9% | -13.3% | -16.2% |
| YTD | -8.7% | -5.8% | -2.9% | -8.3% |
| 1Y | -3.8% | -1.1% | -2.7% | -4.6% |
| 3Y | +5.5% | +111.1% | -105.6% | -14.4% |
| 5Y | +12.3% | +315.6% | -303.3% | -23.9% |
| 10Y | +97.4% | +978.5% | -881.1% | 0.0% |
| All | +188.7% | +1,439.7% | -1,251.0% | -5.7% |
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 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