-73.1%
SMR vs TKO
+1.2%
-74.3%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.8% | +1.3% | +0.3% |
| 7D | +4.4% | +0.7% | +3.7% | +4.0% |
| 30D | +3.4% | +1.6% | +1.8% | +3.0% |
| 3M | -19.2% | -7.8% | -11.4% | -16.9% |
| 6M | -22.6% | -13.3% | -9.4% | -19.5% |
| YTD | -31.5% | -10.3% | -21.3% | -28.7% |
| 1Y | -73.1% | -0.6% | -72.5% | -74.3% |
| All | -73.1% | +1.2% | -74.3% | -74.3% |
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 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