-32.3%
WING vs TKO
+102.0%
-134.3%
-74.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.8% | +0.7% | +0.1% |
| 7D | +0.2% | +0.1% | +0.1% | +0.1% |
| 30D | -0.5% | -2.6% | +2.1% | +0.3% |
| 3M | -23.9% | -7.8% | -16.1% | -22.6% |
| 6M | -48.9% | -7.0% | -41.9% | -48.2% |
| YTD | -53.3% | -8.5% | -44.8% | -52.6% |
| 1Y | -60.3% | -1.3% | -59.0% | -60.5% |
| All | -32.3% | +102.0% | -134.3% | -38.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling