-91.0%
SNDQ vs TKO
+3.9%
-94.9%
-96.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.3% | +3.4% | +11.9% | +11.8% |
| 7D | +66.1% | +11.3% | +54.9% | +51.3% |
| 30D | +122.5% | +9.3% | +113.2% | +104.0% |
| 3M | +11.6% | +5.3% | +6.3% | +4.7% |
| 6M | -82.2% | +4.9% | -87.0% | -82.8% |
| All | -91.0% | +3.9% | -94.9% | -91.3% |
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