+743.5%
SAP vs TKO
+1,366.3%
-622.8%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.8% | +0.9% | -0.5% |
| 7D | -2.9% | +0.7% | -3.6% | -3.1% |
| 30D | +9.0% | +1.6% | +7.4% | +8.6% |
| 3M | +14.9% | -7.8% | +22.7% | +16.5% |
| 6M | +11.9% | -13.3% | +25.2% | +14.7% |
| YTD | -9.9% | -10.3% | +0.4% | -8.5% |
| 1Y | -19.5% | -0.6% | -18.9% | -20.1% |
| 3Y | +61.8% | +88.5% | -26.7% | +38.8% |
| 5Y | +56.2% | +284.7% | -228.5% | +14.4% |
| 10Y | +180.6% | +905.7% | -725.1% | +59.3% |
| All | +743.5% | +1,366.3% | -622.8% | +211.7% |
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