+566.9%
SPMO vs TKO
+1,025.9%
-459.0%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.4% | +0.2% | +0.5% |
| 7D | -0.9% | +2.3% | -3.3% | -1.4% |
| 30D | -1.9% | -2.5% | +0.6% | -1.6% |
| 3M | -1.4% | -10.6% | +9.2% | +0.2% |
| 6M | +25.5% | -5.1% | +30.5% | +25.9% |
| YTD | +24.8% | -8.2% | +33.1% | +25.7% |
| 1Y | +24.5% | -4.4% | +28.9% | +24.2% |
| 3Y | +157.1% | +100.4% | +56.8% | +122.7% |
| 5Y | +149.5% | +294.3% | -144.8% | +88.4% |
| 10Y | +518.1% | +983.2% | -465.1% | +335.1% |
| All | +566.9% | +1,025.9% | -459.0% | +366.7% |
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