+247.9%
SOXX vs TKO
+291.2%
-43.3%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.4% | +1.5% | +1.8% |
| 7D | +1.4% | +2.3% | -0.9% | +0.8% |
| 30D | -3.6% | -2.5% | -1.1% | -3.2% |
| 3M | -10.2% | -10.6% | +0.4% | -8.1% |
| 6M | +54.2% | -5.1% | +59.3% | +54.6% |
| YTD | +75.2% | -8.2% | +83.4% | +76.6% |
| 1Y | +107.5% | -4.4% | +111.9% | +105.8% |
| 3Y | +226.8% | +100.4% | +126.4% | +156.9% |
| All | +247.9% | +291.2% | -43.3% | +78.0% |
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 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