+57.8%
SO vs TKO
+291.2%
-233.4%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.4% | -1.0% | -0.7% |
| 7D | -1.1% | +2.3% | -3.4% | -1.2% |
| 30D | -5.0% | -2.5% | -2.5% | -4.9% |
| 3M | -5.8% | -10.6% | +4.8% | -5.3% |
| 6M | -7.9% | -5.1% | -2.9% | -7.8% |
| YTD | +2.4% | -8.2% | +10.6% | +2.6% |
| 1Y | -2.3% | -4.4% | +2.2% | -2.3% |
| 3Y | +41.9% | +100.4% | -58.5% | +35.5% |
| All | +57.8% | +291.2% | -233.4% | +41.9% |
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 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