+185.2%
SITM vs TKO
+291.2%
-106.0%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +0.4% | +5.2% | +5.4% |
| 7D | +3.9% | +2.3% | +1.5% | +2.6% |
| 30D | -6.6% | -2.5% | -4.1% | -6.0% |
| 3M | -11.9% | -10.6% | -1.3% | -7.9% |
| 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% | +143.1% |
| 3Y | +475.9% | +100.4% | +375.5% | +278.1% |
| All | +185.2% | +291.2% | -106.0% | -4.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling