+1.0%
SNY vs TKO
+2.8%
-1.8%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.2% | +1.1% | -0.7% |
| 7D | +8.8% | +5.8% | +3.0% | +7.7% |
| 30D | +18.6% | +7.2% | +11.4% | +17.1% |
| 3M | +9.7% | +3.7% | +5.9% | +8.6% |
| 6M | +8.2% | +2.0% | +6.2% | +7.2% |
| YTD | +2.2% | -8.4% | +10.6% | +2.8% |
| 1Y | +1.0% | +2.6% | -1.6% | +1.5% |
| All | +1.0% | +2.8% | -1.8% | +1.5% |
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