+2,550.6%
SOXX vs TKO
+3,034.1%
-483.5%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.4% | +1.5% | +1.8% |
| 7D | +1.4% | +2.3% | -0.9% | +0.7% |
| 30D | -3.6% | -2.5% | -1.1% | -3.1% |
| 3M | -10.2% | -10.6% | +0.4% | -8.1% |
| 6M | +54.2% | -5.1% | +59.3% | +54.7% |
| YTD | +75.2% | -8.2% | +83.4% | +76.6% |
| 1Y | +107.5% | -4.4% | +111.9% | +106.2% |
| 3Y | +226.8% | +100.4% | +126.4% | +158.2% |
| 5Y | +251.2% | +294.3% | -43.1% | +124.5% |
| 10Y | +1,567.6% | +983.2% | +584.5% | +642.0% |
| All | +2,550.6% | +3,034.1% | -483.5% | +440.6% |
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