+4,532.8%
SITM vs TKO
+246.3%
+4,286.5%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.8% | +2.9% | +2.4% |
| 7D | +4.8% | +0.1% | +4.7% | +4.6% |
| 30D | -9.7% | -2.6% | -7.1% | -9.2% |
| 3M | -9.3% | -7.8% | -1.6% | -7.1% |
| 6M | +69.5% | -7.0% | +76.5% | +71.8% |
| YTD | +70.5% | -8.5% | +79.1% | +73.3% |
| 1Y | +145.3% | -1.3% | +146.6% | +140.2% |
| 3Y | +432.8% | +105.0% | +327.8% | +283.9% |
| 5Y | +174.0% | +292.9% | -118.9% | +48.9% |
| All | +4,532.8% | +246.3% | +4,286.5% | +2,145.8% |
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