-9.2%
TYL vs TKO
+9.8%
-19.0%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.2% | +1.0% | +0.9% |
| 7D | +4.3% | +6.4% | -2.1% | +2.6% |
| 30D | +28.0% | +11.9% | +16.0% | +24.2% |
| 3M | +32.3% | +5.6% | +26.7% | +30.2% |
| 6M | +29.9% | +7.5% | +22.4% | +26.9% |
| YTD | -7.1% | -3.5% | -3.6% | -5.8% |
| 1Y | -9.2% | +13.0% | -22.2% | -9.5% |
| All | -9.2% | +9.8% | -19.0% | -9.5% |
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