+78.7%
SO vs TKO
+276.1%
-197.4%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.7% | +0.5% | +1.2% |
| 7D | +1.4% | +2.3% | -1.0% | +1.2% |
| 30D | +4.7% | +13.4% | -8.7% | +4.0% |
| 3M | +1.7% | -1.7% | +3.4% | +1.7% |
| 6M | +2.2% | +7.2% | -5.1% | +1.7% |
| YTD | +10.0% | -5.4% | +15.3% | +10.0% |
| 1Y | +6.0% | +8.7% | -2.7% | +5.3% |
| 3Y | +54.1% | +150.4% | -96.3% | +44.6% |
| All | +78.7% | +276.1% | -197.4% | +68.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling