+40.0%
WPM vs TKO
+5.6%
+34.3%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | +3.4% | +8.6% | +11.0% |
| 7D | +3.9% | +11.3% | -7.4% | +0.9% |
| 30D | -3.5% | +9.3% | -12.8% | -5.9% |
| 3M | +14.1% | +5.3% | +8.8% | +12.2% |
| 6M | +6.2% | +4.9% | +1.4% | +2.7% |
| YTD | +12.4% | -6.3% | +18.7% | +14.4% |
| 1Y | +40.0% | +4.9% | +35.0% | +35.1% |
| All | +40.0% | +5.6% | +34.3% | +35.1% |
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