+9.5%
SNOW vs TKO
+5.6%
+3.8%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +3.4% | -4.9% | -2.5% |
| 7D | -14.5% | +11.3% | -25.8% | -17.4% |
| 30D | -14.3% | +9.3% | -23.6% | -16.8% |
| 3M | -8.3% | +5.3% | -13.6% | -10.3% |
| 6M | +101.5% | +4.9% | +96.7% | +100.8% |
| YTD | +32.5% | -6.3% | +38.8% | +33.3% |
| 1Y | +9.5% | +4.9% | +4.6% | +8.6% |
| All | +9.5% | +5.6% | +3.8% | +8.6% |
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 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