+69.7%
V vs TKO
+306.5%
-236.9%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.2% | +1.8% | 0.0% |
| 7D | -2.9% | +0.7% | -3.6% | -3.0% |
| 30D | +1.9% | +0.9% | +1.0% | +1.6% |
| 3M | +13.2% | -6.2% | +19.4% | +14.1% |
| 6M | +16.7% | -5.6% | +22.4% | +17.3% |
| YTD | +5.4% | -7.8% | +13.2% | +6.1% |
| 1Y | +7.7% | -1.2% | +8.9% | +6.9% |
| 3Y | +52.0% | +106.5% | -54.5% | +30.8% |
| All | +69.7% | +306.5% | -236.9% | +15.8% |
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 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