+43.8%
SO vs TKO
+103.5%
-59.7%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.2% | +1.4% | -0.7% |
| 7D | 0.0% | +0.7% | -0.6% | 0.0% |
| 30D | -2.5% | +0.9% | -3.4% | -2.5% |
| 3M | -4.2% | -6.2% | +2.0% | -4.0% |
| 6M | -7.7% | -5.6% | -2.0% | -7.6% |
| YTD | +3.8% | -7.8% | +11.6% | +3.9% |
| 1Y | +0.1% | -1.2% | +1.3% | -0.1% |
| All | +43.8% | +103.5% | -59.7% | +41.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling