+314.7%
SPY vs TKO
+989.7%
-674.9%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.4% | +0.5% | +0.8% |
| 7D | -0.8% | +2.3% | -3.1% | -1.2% |
| 30D | -1.1% | -2.5% | +1.4% | -0.7% |
| 3M | +3.9% | -10.6% | +14.5% | +5.7% |
| 6M | +13.6% | -5.1% | +18.7% | +14.1% |
| YTD | +12.7% | -8.2% | +20.9% | +13.6% |
| 1Y | +17.5% | -4.4% | +21.9% | +17.3% |
| 3Y | +76.9% | +100.4% | -23.5% | +51.1% |
| 5Y | +83.6% | +294.3% | -210.7% | +34.3% |
| All | +314.7% | +989.7% | -674.9% | +156.6% |
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 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