+3,365.1%
SIMO vs TKO
+3,659.8%
-294.7%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | -1.8% | +10.5% | +9.2% |
| 7D | +4.2% | +0.7% | +3.5% | +4.0% |
| 30D | +4.1% | +1.6% | +2.5% | +3.3% |
| 3M | -12.9% | -7.8% | -5.1% | -11.8% |
| 6M | +110.3% | -13.3% | +123.6% | +115.4% |
| YTD | +178.6% | -10.3% | +188.9% | +180.6% |
| 1Y | +220.0% | -0.6% | +220.6% | +211.9% |
| 3Y | +409.0% | +88.5% | +320.5% | +303.0% |
| 5Y | +277.3% | +284.7% | -7.4% | +133.9% |
| 10Y | +506.6% | +905.7% | -399.1% | +140.2% |
| All | +3,365.1% | +3,659.8% | -294.7% | +551.0% |
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