+165.5%
SITM vs TKO
+1.2%
+164.3%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -1.8% | +8.3% | +6.7% |
| 7D | +9.7% | +0.7% | +9.0% | +9.6% |
| 30D | +12.7% | +1.6% | +11.1% | +12.1% |
| 3M | -13.4% | -7.8% | -5.6% | -12.9% |
| 6M | +59.6% | -13.3% | +72.9% | +62.8% |
| YTD | +73.3% | -10.3% | +83.6% | +77.6% |
| 1Y | +165.5% | -0.6% | +166.2% | +166.1% |
| All | +165.5% | +1.2% | +164.3% | +166.1% |
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