+475.9%
SITM vs TKO
+102.7%
+373.2%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +0.4% | +5.2% | +5.4% |
| 7D | +3.9% | +2.3% | +1.5% | +2.8% |
| 30D | -6.6% | -2.5% | -4.1% | -6.1% |
| 3M | -11.9% | -10.6% | -1.3% | -8.6% |
| 6M | +81.1% | -5.1% | +86.2% | +81.9% |
| YTD | +80.0% | -8.2% | +88.2% | +83.1% |
| 1Y | +145.8% | -4.4% | +150.3% | +144.3% |
| 3Y | +475.9% | +100.4% | +375.5% | +337.6% |
| All | +475.9% | +102.7% | +373.2% | +337.6% |
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 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