-100.0%
SPXU vs TKO
+2,522.1%
-2,622.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.8% | +2.6% | +1.5% |
| 7D | +6.4% | +0.1% | +6.2% | +6.5% |
| 30D | +5.9% | -2.6% | +8.6% | +4.9% |
| 3M | -11.7% | -7.8% | -3.9% | -14.8% |
| 6M | -28.7% | -7.0% | -21.7% | -30.2% |
| YTD | -26.4% | -8.5% | -17.8% | -28.2% |
| 1Y | -35.2% | -1.3% | -33.9% | -34.0% |
| 3Y | -79.8% | +105.0% | -184.8% | -67.9% |
| 5Y | -86.1% | +292.9% | -379.0% | -66.4% |
| 10Y | -99.5% | +979.3% | -1,078.9% | -97.6% |
| All | -100.0% | +2,522.1% | -2,622.1% | -99.9% |
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