+71.6%
SM vs TKO
+5.6%
+65.9%
-25.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.3% | +3.4% | -18.7% | -14.5% |
| 7D | -21.5% | +11.3% | -32.8% | -19.7% |
| 30D | -11.4% | +9.3% | -20.7% | -9.6% |
| 3M | +0.6% | +5.3% | -4.7% | +2.0% |
| 6M | +0.2% | +4.9% | -4.6% | +2.1% |
| YTD | +69.7% | -6.3% | +76.0% | +71.8% |
| 1Y | +71.6% | +4.9% | +66.7% | +70.1% |
| All | +71.6% | +5.6% | +65.9% | +70.1% |
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