+549.0%
SIMO vs TKO
+985.8%
-436.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.8% | -3.7% | -4.4% |
| 7D | +12.5% | +0.1% | +12.4% | +12.5% |
| 30D | +18.4% | -2.6% | +21.0% | +18.8% |
| 3M | +5.6% | -7.8% | +13.4% | +6.6% |
| 6M | +116.9% | -7.0% | +123.9% | +117.7% |
| YTD | +188.4% | -8.5% | +196.9% | +189.1% |
| 1Y | +221.3% | -1.3% | +222.6% | +216.1% |
| 3Y | +438.6% | +105.0% | +333.6% | +352.1% |
| 5Y | +287.9% | +292.9% | -5.0% | +178.2% |
| All | +549.0% | +985.8% | -436.8% | +281.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling