+44.4%
SITM vs TKO
+5.6%
+38.7%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | +3.4% | -12.7% | -9.2% |
| 7D | -19.5% | +11.3% | -30.8% | -19.3% |
| 30D | -43.2% | +9.3% | -52.5% | -43.0% |
| 3M | -30.8% | +5.3% | -36.1% | -31.0% |
| 6M | -28.6% | +4.9% | -33.4% | -29.4% |
| YTD | +14.2% | -6.3% | +20.5% | +17.0% |
| 1Y | +44.4% | +4.9% | +39.5% | +51.5% |
| All | +44.4% | +5.6% | +38.7% | +51.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling