-31.2%
WING vs TKO
+291.2%
-322.4%
-74.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | +0.4% | +5.6% | +5.9% |
| 7D | +7.2% | +2.3% | +4.9% | +6.5% |
| 30D | +4.8% | -2.5% | +7.3% | +5.6% |
| 3M | -23.7% | -10.6% | -13.1% | -21.6% |
| 6M | -43.6% | -5.1% | -38.5% | -43.1% |
| YTD | -50.6% | -8.2% | -42.3% | -49.7% |
| 1Y | -57.0% | -4.4% | -52.6% | -56.9% |
| 3Y | -28.3% | +100.4% | -128.6% | -40.8% |
| All | -31.2% | +291.2% | -322.4% | -59.0% |
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