+309.7%
SN vs TKO
+91.3%
+218.3%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.2% | -1.2% | -2.6% |
| 7D | -3.4% | +0.7% | -4.1% | -3.6% |
| 30D | -9.1% | +0.9% | -9.9% | -9.6% |
| 3M | +31.8% | -6.2% | +37.9% | +34.0% |
| 6M | +52.0% | -5.6% | +57.7% | +54.0% |
| YTD | +51.3% | -7.8% | +59.1% | +53.8% |
| 1Y | +46.9% | -1.2% | +48.1% | +44.9% |
| 3Y | +394.9% | +106.5% | +288.4% | +283.7% |
| All | +309.7% | +91.3% | +218.3% | +207.1% |
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