+122.9%
WFC vs TKO
+291.2%
-168.3%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.4% | +0.6% | +0.9% |
| 7D | +0.4% | +2.3% | -2.0% | -0.2% |
| 30D | +1.5% | -2.5% | +4.0% | +1.9% |
| 3M | +10.2% | -10.6% | +20.8% | +12.4% |
| 6M | +18.8% | -5.1% | +23.8% | +19.3% |
| YTD | -1.5% | -8.2% | +6.7% | -0.6% |
| 1Y | +13.5% | -4.4% | +18.0% | +13.4% |
| 3Y | +135.0% | +100.4% | +34.6% | +99.2% |
| All | +122.9% | +291.2% | -168.3% | +40.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling