-34.3%
TYL vs TKO
+1.2%
-35.5%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.8% | -2.2% | -3.6% |
| 7D | -3.7% | +0.7% | -4.4% | -3.8% |
| 30D | +18.7% | +1.6% | +17.1% | +18.3% |
| 3M | +18.1% | -7.8% | +25.9% | +19.8% |
| 6M | -1.1% | -13.3% | +12.2% | +2.3% |
| YTD | -19.8% | -10.3% | -9.5% | -17.5% |
| 1Y | -34.3% | -0.6% | -33.7% | -34.0% |
| All | -34.3% | +1.2% | -35.5% | -34.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling