-2.2%
SFM vs TKO
-1.1%
-1.0%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | +5.0% | -11.5% | -6.1% |
| 7D | -5.8% | +7.2% | -13.0% | -5.4% |
| 30D | -11.4% | +4.7% | -16.1% | -10.9% |
| 3M | -12.2% | -3.2% | -9.0% | -11.8% |
| All | -2.2% | -1.1% | -1.0% | -2.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling