+3,513.7%
SPG vs TKO
+1,439.7%
+2,074.0%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +5.0% | -3.8% | +0.1% |
| 7D | 0.0% | +7.2% | -7.2% | -1.4% |
| 30D | -4.9% | +4.7% | -9.6% | -5.9% |
| 3M | +3.3% | -3.2% | +6.5% | +3.7% |
| 6M | +11.2% | -2.9% | +14.1% | +11.3% |
| YTD | +17.1% | -5.8% | +22.9% | +17.7% |
| 1Y | +21.6% | -1.1% | +22.6% | +20.8% |
| 3Y | +111.9% | +111.1% | +0.8% | +77.2% |
| 5Y | +106.9% | +315.6% | -208.6% | +47.8% |
| 10Y | +62.2% | +978.5% | -916.2% | -8.3% |
| All | +3,513.7% | +1,439.7% | +2,074.0% | +1,395.6% |
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