+453.9%
SIMO vs TKO
+108.0%
+345.9%
-52.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +5.0% | +1.2% | +5.7% |
| 7D | +14.6% | +7.2% | +7.4% | +13.8% |
| 30D | +6.2% | +4.7% | +1.5% | +5.5% |
| 3M | +3.6% | -3.2% | +6.8% | +3.6% |
| 6M | +130.8% | -2.9% | +133.6% | +130.2% |
| YTD | +195.8% | -5.8% | +201.6% | +195.8% |
| 1Y | +225.0% | -1.1% | +226.1% | +219.4% |
| All | +453.9% | +108.0% | +345.9% | +378.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling