+211.9%
SFM vs TKO
+303.5%
-91.6%
-63.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.8% | -0.5% | -1.1% |
| 7D | -8.8% | +0.1% | -8.9% | -8.8% |
| 30D | -14.5% | -2.6% | -11.8% | -14.2% |
| 3M | -16.8% | -7.8% | -9.1% | -16.1% |
| 6M | -5.3% | -7.0% | +1.7% | -4.8% |
| YTD | -9.4% | -8.5% | -0.8% | -8.8% |
| 1Y | -46.2% | -1.3% | -44.9% | -46.6% |
| 3Y | +81.3% | +105.0% | -23.7% | +64.5% |
| 5Y | +211.9% | +292.9% | -81.0% | +141.4% |
| All | +211.9% | +303.5% | -91.6% | +141.4% |
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