+160.1%
WY vs TKO
+1,395.0%
-1,234.8%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.8% | -1.9% | -2.5% |
| 7D | -3.7% | +0.1% | -3.8% | -3.8% |
| 30D | -11.3% | -2.6% | -8.7% | -10.9% |
| 3M | -8.1% | -7.8% | -0.4% | -6.9% |
| 6M | -7.4% | -7.0% | -0.4% | -6.5% |
| YTD | -4.7% | -8.5% | +3.8% | -3.7% |
| 1Y | -9.2% | -1.3% | -7.9% | -9.9% |
| 3Y | -24.7% | +105.0% | -129.7% | -37.4% |
| 5Y | -21.6% | +292.9% | -314.5% | -44.3% |
| 10Y | +6.7% | +979.3% | -972.7% | -40.9% |
| All | +160.1% | +1,395.0% | -1,234.8% | -3.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling