+27.4%
WMT vs TKO
+5.6%
+21.7%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +3.4% | +0.1% | +3.2% |
| 7D | +8.8% | +11.3% | -2.5% | +8.1% |
| 30D | +22.9% | +9.3% | +13.7% | +22.3% |
| 3M | +16.1% | +5.3% | +10.8% | +16.1% |
| 6M | -0.5% | +4.9% | -5.3% | -0.4% |
| YTD | +16.7% | -6.3% | +23.0% | +15.2% |
| 1Y | +27.4% | +4.9% | +22.5% | +30.9% |
| All | +27.4% | +5.6% | +21.7% | +30.9% |
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