+791.7%
WFC vs TKO
+1,406.3%
-614.7%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.2% | +4.1% | +2.5% |
| 7D | +0.4% | +0.7% | -0.2% | +0.2% |
| 30D | +2.5% | +0.9% | +1.6% | +2.1% |
| 3M | +10.0% | -6.2% | +16.2% | +11.1% |
| 6M | +15.1% | -5.6% | +20.7% | +15.8% |
| YTD | -2.2% | -7.8% | +5.6% | -1.3% |
| 1Y | +13.5% | -1.2% | +14.7% | +12.4% |
| 3Y | +135.2% | +106.5% | +28.7% | +91.6% |
| 5Y | +128.3% | +310.4% | -182.0% | +54.6% |
| 10Y | +142.4% | +987.5% | -845.2% | +20.2% |
| All | +791.7% | +1,406.3% | -614.7% | +202.2% |
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