+1.2%
TYL vs TKO
+139.2%
-138.0%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +4.5% | -5.1% | -1.3% |
| 7D | +3.5% | +7.8% | -4.3% | +2.2% |
| 30D | +26.9% | +12.2% | +14.7% | +24.4% |
| 3M | +33.8% | +7.5% | +26.4% | +32.1% |
| 6M | +28.8% | +7.7% | +21.1% | +26.9% |
| YTD | -7.9% | -3.3% | -4.6% | -7.8% |
| 1Y | -9.8% | +11.1% | -20.9% | -11.3% |
| 3Y | +1.2% | +141.0% | -139.8% | -7.1% |
| All | +1.2% | +139.2% | -138.0% | -7.1% |
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