+14.1%
XYZ vs TKO
+5.4%
+8.6%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -2.7% | -1.3% | -2.6% |
| 7D | -2.1% | +2.6% | -4.7% | -3.3% |
| 30D | +7.0% | +11.6% | -4.6% | +2.6% |
| 3M | +5.1% | -0.1% | +5.2% | +4.8% |
| 6M | +14.1% | +6.7% | +7.3% | +6.0% |
| All | +14.1% | +5.4% | +8.6% | +6.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling