+56.2%
SAP vs TKO
+306.8%
-250.6%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.2% | +1.1% | -0.7% |
| 7D | -0.3% | +0.7% | -0.9% | -0.4% |
| 30D | +0.3% | +0.9% | -0.6% | 0.0% |
| 3M | +16.9% | -6.2% | +23.1% | +18.0% |
| 6M | +6.3% | -5.6% | +12.0% | +7.1% |
| YTD | -12.4% | -7.8% | -4.6% | -11.6% |
| 1Y | -21.6% | -1.2% | -20.4% | -22.1% |
| 3Y | +54.8% | +106.5% | -51.7% | +32.4% |
| 5Y | +56.2% | +310.4% | -254.2% | +2.3% |
| All | +56.2% | +306.8% | -250.6% | +2.3% |
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 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