+181.6%
SE vs TKO
+102.0%
+79.7%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.8% | -0.2% | -0.7% |
| 7D | -4.8% | +0.1% | -4.9% | -4.8% |
| 30D | -18.1% | -2.6% | -15.5% | -17.4% |
| 3M | +30.6% | -7.8% | +38.4% | +33.8% |
| 6M | +20.8% | -7.0% | +27.8% | +23.1% |
| YTD | -15.6% | -8.5% | -7.0% | -13.5% |
| 1Y | -44.2% | -1.3% | -42.9% | -44.6% |
| All | +181.6% | +102.0% | +79.7% | +143.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling