+9,270.2%
TYL vs TKO
+1,476.9%
+7,793.3%
-86.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.2% | +1.0% | +0.9% |
| 7D | +4.3% | +6.4% | -2.1% | +3.3% |
| 30D | +28.0% | +11.9% | +16.0% | +25.7% |
| 3M | +32.3% | +5.6% | +26.7% | +31.1% |
| 6M | +29.9% | +7.5% | +22.4% | +28.2% |
| YTD | -7.1% | -3.5% | -3.6% | -7.0% |
| 1Y | -9.2% | +13.0% | -22.2% | -11.3% |
| 3Y | +0.7% | +157.6% | -156.9% | -14.4% |
| 5Y | -21.1% | +288.2% | -309.3% | -37.8% |
| 10Y | +180.8% | +1,196.6% | -1,015.8% | +77.0% |
| All | +9,270.2% | +1,476.9% | +7,793.3% | +4,556.7% |
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