+250.1%
SPOT vs TKO
+495.8%
-245.7%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.8% | +0.5% | 0.0% |
| 7D | -6.9% | +0.1% | -7.0% | -6.9% |
| 30D | +4.1% | -2.6% | +6.8% | +4.8% |
| 3M | +3.7% | -7.8% | +11.5% | +5.8% |
| 6M | -1.6% | -7.0% | +5.4% | -0.2% |
| YTD | -10.2% | -8.5% | -1.6% | -8.5% |
| 1Y | -25.9% | -1.3% | -24.6% | -26.4% |
| 3Y | +235.6% | +105.0% | +130.6% | +168.3% |
| 5Y | +110.6% | +292.9% | -182.3% | +37.4% |
| All | +250.1% | +495.8% | -245.7% | +164.9% |
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