-78.0%
SE vs TKO
+276.1%
-354.2%
-89.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.7% | +0.4% | +0.8% |
| 7D | -0.5% | +2.3% | -2.8% | -1.5% |
| 30D | -20.9% | +13.4% | -34.3% | -24.9% |
| 3M | -38.9% | -1.7% | -37.2% | -38.6% |
| 6M | -19.4% | +7.2% | -26.7% | -22.5% |
| YTD | -40.9% | -5.4% | -35.6% | -40.3% |
| 1Y | -46.2% | +8.7% | -54.9% | -48.8% |
| 3Y | +63.7% | +150.4% | -86.7% | +11.2% |
| All | -78.0% | +276.1% | -354.2% | -92.4% |
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