+180.8%
TYL vs TKO
+1,165.6%
-984.8%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.2% | +1.0% | +0.9% |
| 7D | +4.3% | +6.4% | -2.1% | +3.1% |
| 30D | +28.0% | +11.9% | +16.0% | +25.2% |
| 3M | +32.3% | +5.6% | +26.7% | +30.8% |
| 6M | +29.9% | +7.5% | +22.4% | +27.8% |
| YTD | -7.1% | -3.5% | -3.6% | -7.0% |
| 1Y | -9.2% | +13.0% | -22.2% | -11.8% |
| 3Y | +0.7% | +157.6% | -156.9% | -17.3% |
| 5Y | -21.1% | +288.2% | -309.3% | -41.3% |
| 10Y | +180.8% | +1,196.6% | -1,015.8% | +32.4% |
| All | +180.8% | +1,165.6% | -984.8% | +32.4% |
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