-28.0%
TYL vs TKO
+312.5%
-340.5%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +5.0% | -9.5% | -5.5% |
| 7D | -7.6% | +7.2% | -14.8% | -9.0% |
| 30D | +11.3% | +4.7% | +6.6% | +10.2% |
| 3M | +14.5% | -3.2% | +17.7% | +14.9% |
| 6M | -7.1% | -2.9% | -4.3% | -7.1% |
| YTD | -23.4% | -5.8% | -17.6% | -22.8% |
| 1Y | -38.6% | -1.1% | -37.5% | -38.8% |
| 3Y | -11.3% | +111.1% | -122.4% | -25.7% |
| 5Y | -28.0% | +315.6% | -343.5% | -55.2% |
| All | -28.0% | +312.5% | -340.5% | -55.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling