+5.3%
WMT vs TKO
-1.0%
+6.2%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.4% | +1.0% | +1.3% |
| 7D | 0.0% | +2.3% | -2.3% | -0.1% |
| 30D | -7.4% | -2.5% | -4.9% | -7.2% |
| 3M | -10.9% | -10.6% | -0.3% | -10.6% |
| 6M | -12.7% | -5.1% | -7.6% | -12.8% |
| YTD | -3.2% | -8.2% | +5.0% | -3.8% |
| 1Y | +5.3% | -4.4% | +9.7% | +6.3% |
| All | +5.3% | -1.0% | +6.2% | +6.3% |
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