+626.4%
SM vs TKO
+1,439.7%
-813.3%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +5.0% | -1.4% | +2.3% |
| 7D | -0.2% | +7.2% | -7.3% | -2.0% |
| 30D | +31.5% | +4.7% | +26.8% | +29.7% |
| 3M | +17.3% | -3.2% | +20.6% | +17.7% |
| 6M | +48.5% | -2.9% | +51.4% | +47.6% |
| YTD | +106.3% | -5.8% | +112.1% | +106.0% |
| 1Y | +47.3% | -1.1% | +48.4% | +44.6% |
| 3Y | -1.4% | +111.1% | -112.5% | -23.0% |
| 5Y | +114.0% | +315.6% | -201.5% | +36.8% |
| 10Y | +12.5% | +978.5% | -966.0% | -42.3% |
| All | +626.4% | +1,439.7% | -813.3% | +149.3% |
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