+3,916.0%
SPG vs TKO
+1,446.8%
+2,469.2%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.7% | -1.0% | -0.4% |
| 7D | +2.0% | +2.3% | -0.3% | +1.5% |
| 30D | +17.2% | +13.4% | +3.9% | +14.3% |
| 3M | +6.3% | -1.7% | +8.1% | +6.5% |
| 6M | +18.7% | +7.2% | +11.5% | +16.4% |
| YTD | +30.1% | -5.4% | +35.5% | +30.6% |
| 1Y | +32.8% | +8.7% | +24.1% | +29.4% |
| 3Y | +133.6% | +150.4% | -16.9% | +89.3% |
| 5Y | +84.4% | +276.6% | -192.2% | +34.4% |
| 10Y | +114.3% | +1,134.6% | -1,020.3% | +18.1% |
| All | +3,916.0% | +1,446.8% | +2,469.2% | +1,559.2% |
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