+555.9%
XYZ vs TKO
+1,248.0%
-692.2%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | 0.0% | +0.1% |
| 7D | -2.2% | +3.1% | -5.3% | -3.3% |
| 30D | +11.6% | +15.0% | -3.4% | +6.1% |
| 3M | +8.4% | +2.9% | +5.5% | +7.1% |
| 6M | +17.2% | +9.0% | +8.2% | +12.9% |
| YTD | +31.7% | -3.4% | +35.1% | +32.2% |
| 1Y | +30.1% | +12.8% | +17.3% | +22.9% |
| 3Y | +66.4% | +158.0% | -91.5% | +13.2% |
| 5Y | -62.2% | +285.4% | -347.5% | -78.3% |
| 10Y | +621.5% | +1,160.4% | -538.8% | +218.7% |
| All | +555.9% | +1,248.0% | -692.2% | +185.2% |
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