+82.7%
SFM vs TKO
+102.7%
-19.9%
-63.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.4% | +0.4% | +0.7% |
| 7D | -10.6% | +2.3% | -12.9% | -10.9% |
| 30D | -15.5% | -2.5% | -13.0% | -15.3% |
| 3M | -17.4% | -10.6% | -6.8% | -16.4% |
| 6M | -3.4% | -5.1% | +1.6% | -3.1% |
| YTD | -8.7% | -8.2% | -0.5% | -8.2% |
| 1Y | -47.2% | -4.4% | -42.7% | -47.3% |
| 3Y | +82.7% | +100.4% | -17.6% | +76.6% |
| All | +82.7% | +102.7% | -19.9% | +76.6% |
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 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