+293.4%
SN vs TKO
+89.9%
+203.5%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.8% | -3.2% | -3.7% |
| 7D | -7.2% | +0.1% | -7.3% | -7.3% |
| 30D | -13.4% | -2.6% | -10.8% | -12.8% |
| 3M | +26.8% | -7.8% | +34.6% | +29.8% |
| 6M | +44.6% | -7.0% | +51.6% | +47.3% |
| YTD | +45.3% | -8.5% | +53.8% | +48.1% |
| 1Y | +40.1% | -1.3% | +41.4% | +38.3% |
| 3Y | +375.3% | +105.0% | +270.3% | +269.5% |
| All | +293.4% | +89.9% | +203.5% | +195.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling