-68.6%
XYZ vs TKO
+312.5%
-381.1%
-85.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +5.0% | -8.2% | -5.6% |
| 7D | +2.9% | +7.2% | -4.3% | -0.6% |
| 30D | +1.4% | +4.7% | -3.3% | -1.0% |
| 3M | +14.6% | -3.2% | +17.8% | +15.6% |
| 6M | +20.8% | -2.9% | +23.6% | +21.3% |
| YTD | +23.1% | -5.8% | +28.9% | +25.0% |
| 1Y | +5.6% | -1.1% | +6.7% | +4.2% |
| 3Y | +50.9% | +111.1% | -60.2% | -1.8% |
| 5Y | -68.6% | +315.6% | -384.1% | -89.9% |
| All | -68.6% | +312.5% | -381.1% | -89.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling