+2,198.9%
SIMO vs TKO
+3,866.1%
-1,667.2%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +0.7% | -6.3% | -5.8% |
| 7D | +4.1% | +2.3% | +1.8% | +3.5% |
| 30D | -24.0% | +13.4% | -37.3% | -26.6% |
| 3M | -31.8% | -1.7% | -30.0% | -31.8% |
| 6M | -36.9% | +7.2% | -44.1% | -39.1% |
| YTD | +84.8% | -5.4% | +90.2% | +83.0% |
| 1Y | +99.0% | +8.7% | +90.3% | +88.9% |
| 3Y | +217.9% | +150.4% | +67.5% | +132.9% |
| 5Y | +171.5% | +276.6% | -105.2% | +69.6% |
| 10Y | +393.3% | +1,134.6% | -741.3% | +81.8% |
| All | +2,198.9% | +3,866.1% | -1,667.2% | +324.6% |
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