+345.3%
SAN vs TKO
+989.7%
-644.4%
-73.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.4% | +1.9% | +2.2% |
| 7D | +0.2% | +2.3% | -2.1% | -0.4% |
| 30D | +0.9% | -2.5% | +3.4% | +1.4% |
| 3M | +19.1% | -10.6% | +29.7% | +21.8% |
| 6M | +33.2% | -5.1% | +38.2% | +34.1% |
| YTD | +29.1% | -8.2% | +37.3% | +30.6% |
| 1Y | +50.2% | -4.4% | +54.7% | +50.2% |
| 3Y | +351.0% | +100.4% | +250.7% | +271.4% |
| 5Y | +394.7% | +294.3% | +100.4% | +237.1% |
| All | +345.3% | +989.7% | -644.4% | +151.6% |
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