+89.8%
SFM vs TKO
+2,213.6%
-2,123.9%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | +5.0% | -11.5% | -7.0% |
| 7D | -5.8% | +7.2% | -13.0% | -6.5% |
| 30D | -11.4% | +4.7% | -16.1% | -11.8% |
| 3M | -12.2% | -3.2% | -9.0% | -12.1% |
| 6M | -5.2% | -2.9% | -2.3% | -5.2% |
| YTD | -4.5% | -5.8% | +1.3% | -4.3% |
| 1Y | -45.4% | -1.1% | -44.3% | -45.6% |
| 3Y | +91.1% | +111.1% | -20.0% | +76.1% |
| 5Y | +226.8% | +315.6% | -88.8% | +180.5% |
| 10Y | +291.9% | +978.5% | -686.5% | +210.2% |
| All | +89.8% | +2,213.6% | -2,123.9% | +45.9% |
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