+589.4%
SE vs TKO
+809.4%
-220.0%
-90.5%
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% | -0.4% |
| 7D | -6.1% | +0.7% | -6.8% | -6.3% |
| 30D | -2.5% | +1.6% | -4.1% | -2.9% |
| 3M | +21.7% | -7.8% | +29.5% | +24.2% |
| 6M | +27.0% | -13.3% | +40.3% | +31.5% |
| YTD | -12.1% | -10.3% | -1.8% | -10.0% |
| 1Y | -40.9% | -0.6% | -40.3% | -41.4% |
| 3Y | +191.0% | +88.5% | +102.5% | +142.0% |
| 5Y | -68.3% | +284.7% | -353.0% | -78.6% |
| All | +589.4% | +809.4% | -220.0% | +304.2% |
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