+252.8%
SPOT vs TKO
+497.9%
-245.1%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.4% | +0.4% | +0.7% |
| 7D | -3.1% | +2.3% | -5.4% | -3.8% |
| 30D | +7.4% | -2.5% | +9.9% | +8.1% |
| 3M | +8.2% | -10.6% | +18.8% | +11.4% |
| 6M | +2.2% | -5.1% | +7.3% | +3.1% |
| YTD | -9.5% | -8.2% | -1.2% | -7.9% |
| 1Y | -23.8% | -4.4% | -19.4% | -23.6% |
| 3Y | +233.5% | +100.4% | +133.1% | +168.3% |
| 5Y | +112.2% | +294.3% | -182.1% | +38.3% |
| All | +252.8% | +497.9% | -245.1% | +166.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling