-2.7%
SMCI vs TKO
+1.2%
-3.9%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -1.8% | +6.3% | +5.1% |
| 7D | +6.8% | +0.7% | +6.0% | +6.4% |
| 30D | +30.6% | +1.6% | +29.0% | +29.7% |
| 3M | -15.6% | -7.8% | -7.8% | -13.5% |
| 6M | +21.3% | -13.3% | +34.5% | +21.8% |
| YTD | +35.3% | -10.3% | +45.6% | +37.4% |
| 1Y | -2.7% | -0.6% | -2.1% | -0.9% |
| All | -2.7% | +1.2% | -3.9% | -0.9% |
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