+250.3%
SNY vs TKO
+3,038.4%
-2,788.1%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.4% | -0.2% | +0.1% |
| 7D | -3.3% | +2.3% | -5.6% | -3.7% |
| 30D | -2.2% | -2.5% | +0.3% | -1.9% |
| 3M | -3.0% | -10.6% | +7.6% | -1.5% |
| 6M | +2.7% | -5.1% | +7.8% | +3.2% |
| YTD | -6.8% | -8.2% | +1.4% | -6.1% |
| 1Y | -5.3% | -4.4% | -0.8% | -5.2% |
| 3Y | -9.8% | +100.4% | -110.2% | -21.5% |
| 5Y | +9.7% | +294.3% | -284.6% | -16.4% |
| 10Y | +64.5% | +983.2% | -918.7% | -3.6% |
| All | +250.3% | +3,038.4% | -2,788.1% | +36.3% |
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 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