+46.0%
SM vs TKO
-1.0%
+47.0%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.4% | -0.6% | -0.2% |
| 7D | +4.6% | +2.3% | +2.2% | +4.9% |
| 30D | +18.2% | -2.5% | +20.7% | +17.6% |
| 3M | +22.5% | -10.6% | +33.1% | +20.3% |
| 6M | +50.6% | -5.1% | +55.6% | +51.0% |
| YTD | +108.1% | -8.2% | +116.3% | +108.0% |
| 1Y | +46.0% | -4.4% | +50.4% | +41.2% |
| All | +46.0% | -1.0% | +47.0% | +41.2% |
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