+447.8%
SN vs TKO
+96.5%
+351.3%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.7% | +2.1% | +2.6% |
| 7D | +1.5% | +2.3% | -0.8% | +0.7% |
| 30D | +21.5% | +13.4% | +8.1% | +16.3% |
| 3M | +20.0% | -1.7% | +21.8% | +20.5% |
| 6M | +119.9% | +7.2% | +112.7% | +112.6% |
| YTD | +102.3% | -5.4% | +107.7% | +103.6% |
| 1Y | +148.0% | +8.7% | +139.3% | +136.3% |
| 3Y | +450.0% | +150.4% | +299.6% | +305.9% |
| All | +447.8% | +96.5% | +351.3% | +306.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling