+19.9%
SM vs TKO
+989.7%
-969.8%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.4% | -0.6% | -0.3% |
| 7D | +4.6% | +2.3% | +2.2% | +3.6% |
| 30D | +18.2% | -2.5% | +20.7% | +19.0% |
| 3M | +22.5% | -10.6% | +33.1% | +27.1% |
| 6M | +50.6% | -5.1% | +55.6% | +50.4% |
| YTD | +108.1% | -8.2% | +116.3% | +109.5% |
| 1Y | +46.0% | -4.4% | +50.4% | +43.4% |
| 3Y | +2.9% | +100.4% | -97.5% | -30.2% |
| 5Y | +112.6% | +294.3% | -181.7% | -2.1% |
| All | +19.9% | +989.7% | -969.8% | -57.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling