+479.4%
SAN vs TKO
+1,439.7%
-960.3%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +5.0% | -5.5% | -1.7% |
| 7D | +3.3% | +7.2% | -3.8% | +1.5% |
| 30D | +1.1% | +4.7% | -3.6% | -0.2% |
| 3M | +22.2% | -3.2% | +25.4% | +22.6% |
| 6M | +36.0% | -2.9% | +38.9% | +36.2% |
| YTD | +28.2% | -5.8% | +34.0% | +29.0% |
| 1Y | +54.1% | -1.1% | +55.2% | +52.7% |
| 3Y | +354.2% | +111.1% | +243.1% | +264.2% |
| 5Y | +387.3% | +315.6% | +71.7% | +223.0% |
| 10Y | +334.8% | +978.5% | -643.6% | +108.2% |
| All | +479.4% | +1,439.7% | -960.3% | +72.3% |
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