+484.0%
V vs TKO
+1,121.1%
-637.1%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.7% | +0.6% | +1.2% |
| 7D | +0.9% | +2.3% | -1.4% | +0.4% |
| 30D | +9.0% | +13.4% | -4.4% | +6.2% |
| 3M | +16.7% | -1.7% | +18.5% | +16.9% |
| 6M | +33.4% | +7.2% | +26.2% | +30.7% |
| YTD | +22.4% | -5.4% | +27.7% | +22.5% |
| 1Y | +27.7% | +8.7% | +19.0% | +24.0% |
| 3Y | +78.0% | +150.4% | -72.5% | +41.6% |
| 5Y | +108.5% | +276.6% | -168.1% | +46.6% |
| All | +484.0% | +1,121.1% | -637.1% | +237.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling