+383.8%
SAN vs TKO
+303.5%
+80.3%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.8% | +0.4% | -0.2% |
| 7D | -2.8% | +0.1% | -2.9% | -2.9% |
| 30D | -0.5% | -2.6% | +2.1% | -0.1% |
| 3M | +22.7% | -7.8% | +30.5% | +24.5% |
| 6M | +28.8% | -7.0% | +35.8% | +30.2% |
| YTD | +26.3% | -8.5% | +34.8% | +27.8% |
| 1Y | +48.8% | -1.3% | +50.2% | +47.5% |
| 3Y | +347.2% | +105.0% | +242.3% | +270.9% |
| 5Y | +383.8% | +292.9% | +90.9% | +194.8% |
| All | +383.8% | +303.5% | +80.3% | +194.8% |
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 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