+219.5%
SLV vs TKO
+2,440.0%
-2,220.5%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.7% | -2.9% | -2.2% |
| 7D | -5.8% | +2.3% | -8.2% | -6.0% |
| 30D | -12.1% | +13.4% | -25.5% | -12.9% |
| 3M | -24.1% | -1.7% | -22.4% | -24.1% |
| 6M | -44.4% | +7.2% | -51.6% | -44.8% |
| YTD | -31.5% | -5.4% | -26.1% | -31.4% |
| 1Y | -6.9% | +8.7% | -15.6% | -7.7% |
| 3Y | +116.0% | +150.4% | -34.4% | +100.8% |
| 5Y | +88.4% | +276.6% | -188.2% | +68.9% |
| 10Y | +167.9% | +1,134.6% | -966.7% | +112.5% |
| All | +219.5% | +2,440.0% | -2,220.5% | +97.1% |
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 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