+1,836.7%
SO vs TKO
+1,439.7%
+396.9%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +5.0% | -4.0% | +0.7% |
| 7D | +1.0% | +7.2% | -6.1% | +0.6% |
| 30D | -3.2% | +4.7% | -7.9% | -3.5% |
| 3M | -1.7% | -3.2% | +1.5% | -1.6% |
| 6M | -7.2% | -2.9% | -4.3% | -7.2% |
| YTD | +4.6% | -5.8% | +10.4% | +4.7% |
| 1Y | +1.2% | -1.1% | +2.3% | +1.0% |
| 3Y | +45.3% | +111.1% | -65.8% | +37.1% |
| 5Y | +58.7% | +315.6% | -256.8% | +42.5% |
| 10Y | +155.9% | +978.5% | -822.6% | +113.7% |
| All | +1,836.7% | +1,439.7% | +396.9% | +1,330.8% |
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