+153.1%
SO vs TKO
+989.7%
-836.6%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.4% | -1.0% | -0.7% |
| 7D | -1.1% | +2.3% | -3.4% | -1.3% |
| 30D | -5.0% | -2.5% | -2.5% | -4.8% |
| 3M | -5.8% | -10.6% | +4.8% | -5.0% |
| 6M | -7.9% | -5.1% | -2.9% | -7.7% |
| YTD | +2.4% | -8.2% | +10.6% | +2.8% |
| 1Y | -2.3% | -4.4% | +2.2% | -2.3% |
| 3Y | +41.9% | +100.4% | -58.5% | +30.8% |
| 5Y | +58.1% | +294.3% | -236.2% | +34.2% |
| All | +153.1% | +989.7% | -836.6% | +111.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling