+72.2%
SMTC vs TKO
+5.6%
+66.6%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.9% | +3.4% | -16.3% | -12.3% |
| 7D | -24.5% | +11.3% | -35.8% | -23.2% |
| 30D | -42.5% | +9.3% | -51.7% | -41.5% |
| 3M | -14.1% | +5.3% | -19.4% | -13.4% |
| 6M | +3.6% | +4.9% | -1.3% | +2.6% |
| YTD | +50.6% | -6.3% | +56.9% | +54.6% |
| 1Y | +72.2% | +4.9% | +67.3% | +70.4% |
| All | +72.2% | +5.6% | +66.6% | +70.4% |
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