-67.1%
SE vs TKO
+291.2%
-358.3%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.4% | -1.7% | -1.5% |
| 7D | -5.2% | +2.3% | -7.5% | -6.1% |
| 30D | -17.1% | -2.5% | -14.6% | -16.3% |
| 3M | +24.0% | -10.6% | +34.6% | +29.2% |
| 6M | +21.0% | -5.1% | +26.0% | +22.5% |
| YTD | -16.7% | -8.2% | -8.5% | -14.7% |
| 1Y | -45.9% | -4.4% | -41.5% | -45.8% |
| 3Y | +177.8% | +100.4% | +77.5% | +106.1% |
| All | -67.1% | +291.2% | -358.3% | -88.0% |
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