+36.6%
WAT vs TKO
+1.2%
+35.4%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.8% | +0.8% | -0.7% |
| 7D | -1.3% | +0.7% | -2.0% | -1.4% |
| 30D | +2.3% | +1.6% | +0.7% | +2.1% |
| 3M | +8.7% | -7.8% | +16.5% | +10.1% |
| 6M | +28.3% | -13.3% | +41.6% | +29.6% |
| YTD | +7.8% | -10.3% | +18.1% | +8.8% |
| 1Y | +36.6% | -0.6% | +37.2% | +36.7% |
| All | +36.6% | +1.2% | +35.4% | +36.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling