+35.0%
WAT vs TKO
-1.0%
+36.0%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.4% | +1.3% | +1.6% |
| 7D | -0.3% | +2.3% | -2.6% | -0.7% |
| 30D | -1.9% | -2.5% | +0.6% | -1.5% |
| 3M | +13.5% | -10.6% | +24.1% | +15.6% |
| 6M | +37.2% | -5.1% | +42.3% | +36.7% |
| YTD | +7.5% | -8.2% | +15.7% | +7.6% |
| 1Y | +35.0% | -4.4% | +39.4% | +33.9% |
| All | +35.0% | -1.0% | +36.0% | +33.9% |
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 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