+1,863.5%
SGI vs TKO
+3,540.1%
-1,676.6%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +5.0% | -5.4% | -2.0% |
| 7D | +9.3% | +7.2% | +2.1% | +6.9% |
| 30D | +6.9% | +4.7% | +2.2% | +5.3% |
| 3M | +2.8% | -3.2% | +6.1% | +3.5% |
| 6M | -12.6% | -2.9% | -9.7% | -12.2% |
| YTD | -21.5% | -5.8% | -15.7% | -20.5% |
| 1Y | -18.8% | -1.1% | -17.7% | -19.3% |
| 3Y | +60.8% | +111.1% | -50.3% | +22.9% |
| 5Y | +60.0% | +315.6% | -255.6% | -3.9% |
| 10Y | +267.8% | +978.5% | -710.6% | +46.5% |
| All | +1,863.5% | +3,540.1% | -1,676.6% | +305.3% |
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