+553.4%
SE vs TKO
+830.4%
-277.0%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.4% | -1.7% | -1.4% |
| 7D | -5.2% | +2.3% | -7.5% | -5.8% |
| 30D | -17.1% | -2.5% | -14.6% | -16.5% |
| 3M | +24.0% | -10.6% | +34.6% | +27.6% |
| 6M | +21.0% | -5.1% | +26.0% | +22.1% |
| YTD | -16.7% | -8.2% | -8.5% | -15.2% |
| 1Y | -45.9% | -4.4% | -41.5% | -45.7% |
| 3Y | +177.8% | +100.4% | +77.5% | +127.3% |
| 5Y | -67.4% | +294.3% | -361.7% | -78.1% |
| All | +553.4% | +830.4% | -277.0% | +280.6% |
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