+584.9%
XYZ vs TKO
+1,121.1%
-536.3%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.7% | +2.1% | +2.5% |
| 7D | -1.1% | +2.3% | -3.4% | -1.9% |
| 30D | +11.5% | +13.4% | -1.9% | +6.4% |
| 3M | +1.8% | -1.7% | +3.5% | +2.4% |
| 6M | +21.2% | +7.2% | +14.0% | +17.4% |
| YTD | +29.9% | -5.4% | +35.3% | +31.6% |
| 1Y | +35.8% | +8.7% | +27.1% | +29.9% |
| 3Y | +62.6% | +150.4% | -87.8% | +9.5% |
| 5Y | -62.8% | +276.6% | -339.4% | -79.3% |
| All | +584.9% | +1,121.1% | -536.3% | +191.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling