+165.0%
W vs TKO
+1,665.4%
-1,500.4%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +5.0% | -4.5% | -1.5% |
| 7D | +6.5% | +7.2% | -0.7% | +3.5% |
| 30D | -6.2% | +4.7% | -10.9% | -8.1% |
| 3M | +48.9% | -3.2% | +52.1% | +50.6% |
| 6M | +31.2% | -2.9% | +34.1% | +32.3% |
| YTD | -0.4% | -5.8% | +5.4% | +1.5% |
| 1Y | +14.8% | -1.1% | +15.9% | +14.5% |
| 3Y | +40.5% | +111.1% | -70.6% | +3.9% |
| 5Y | -62.1% | +315.6% | -377.7% | -78.6% |
| 10Y | +141.5% | +978.5% | -836.9% | +17.4% |
| All | +165.0% | +1,665.4% | -1,500.4% | +27.9% |
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