+140.0%
WBD vs TKO
+1.2%
+138.8%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.8% | +1.4% | -0.1% |
| 7D | -1.8% | +0.7% | -2.5% | -2.0% |
| 30D | +8.8% | +1.6% | +7.2% | +8.3% |
| 3M | +4.6% | -7.8% | +12.4% | +6.2% |
| 6M | +1.1% | -13.3% | +14.4% | +4.9% |
| YTD | -2.0% | -10.3% | +8.3% | +0.8% |
| 1Y | +140.0% | -0.6% | +140.6% | +131.5% |
| All | +140.0% | +1.2% | +138.8% | +131.5% |
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