-85.6%
SMR vs TKO
+5.6%
-91.3%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +3.4% | -7.8% | -6.2% |
| 7D | -9.5% | +11.3% | -20.8% | -14.7% |
| 30D | -33.2% | +9.3% | -42.5% | -36.4% |
| 3M | -45.9% | +5.3% | -51.2% | -47.3% |
| 6M | -57.9% | +4.9% | -62.7% | -59.8% |
| YTD | -63.8% | -6.3% | -57.5% | -62.9% |
| 1Y | -85.6% | +4.9% | -90.5% | -87.8% |
| All | -85.6% | +5.6% | -91.3% | -87.8% |
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