+432.9%
SNXX vs TKO
-7.8%
+440.7%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +23.4% | -1.8% | +25.2% | +22.5% |
| 7D | +34.9% | +0.7% | +34.1% | +35.5% |
| 30D | +52.5% | +1.6% | +50.9% | +54.8% |
| 3M | -41.3% | -7.8% | -33.6% | -41.7% |
| 6M | +293.8% | -13.3% | +307.1% | +271.0% |
| All | +432.9% | -7.8% | +440.7% | +533.0% |
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