+155.2%
W vs TKO
+989.7%
-834.4%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.4% | +0.8% | +1.0% |
| 7D | -0.9% | +2.3% | -3.2% | -2.0% |
| 30D | -4.2% | -2.5% | -1.8% | -3.3% |
| 3M | +26.9% | -10.6% | +37.5% | +33.5% |
| 6M | +31.2% | -5.1% | +36.3% | +33.9% |
| YTD | -1.8% | -8.2% | +6.4% | +1.6% |
| 1Y | +9.3% | -4.4% | +13.8% | +10.6% |
| 3Y | +33.2% | +100.4% | -67.2% | -7.0% |
| 5Y | -62.4% | +294.3% | -356.7% | -81.7% |
| All | +155.2% | +989.7% | -834.4% | -4.3% |
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