+7.0%
WMT vs TKO
+1.2%
+5.8%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.8% | +0.6% | -1.1% |
| 7D | +3.9% | +0.7% | +3.2% | +3.9% |
| 30D | -4.4% | +1.6% | -6.0% | -4.2% |
| 3M | -8.8% | -7.8% | -1.0% | -8.3% |
| 6M | -15.6% | -13.3% | -2.3% | -15.8% |
| YTD | -3.2% | -10.3% | +7.1% | -3.4% |
| 1Y | +7.0% | -0.6% | +7.7% | +6.8% |
| All | +7.0% | +1.2% | +5.8% | +6.8% |
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 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