+9,192.9%
TYL vs TKO
+1,480.3%
+7,712.6%
-86.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +4.5% | -5.1% | -1.3% |
| 7D | +3.5% | +7.8% | -4.3% | +2.3% |
| 30D | +26.9% | +12.2% | +14.7% | +24.6% |
| 3M | +33.8% | +7.5% | +26.4% | +32.2% |
| 6M | +28.8% | +7.7% | +21.1% | +27.1% |
| YTD | -7.9% | -3.3% | -4.6% | -7.8% |
| 1Y | -9.8% | +11.1% | -20.9% | -11.7% |
| 3Y | +1.2% | +141.0% | -139.8% | -13.2% |
| 5Y | -22.8% | +278.8% | -301.6% | -39.0% |
| 10Y | +168.8% | +1,186.2% | -1,017.4% | +69.6% |
| All | +9,192.9% | +1,480.3% | +7,712.6% | +4,516.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling