-14.4%
SMR vs TKO
+242.8%
-257.3%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.7% | +0.4% | -16.0% | -15.8% |
| 7D | -11.2% | +2.3% | -13.5% | -11.9% |
| 30D | -10.2% | -2.5% | -7.7% | -9.1% |
| 3M | -10.0% | -10.6% | +0.6% | -6.1% |
| 6M | -30.5% | -5.1% | -25.4% | -29.2% |
| YTD | -39.2% | -8.2% | -31.0% | -37.7% |
| 1Y | -75.5% | -4.4% | -71.1% | -75.3% |
| 3Y | +45.4% | +100.4% | -54.9% | +22.8% |
| All | -14.4% | +242.8% | -257.3% | -33.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling