+82.0%
SPY vs TKO
+303.5%
-221.4%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.8% | +0.2% | -0.5% |
| 7D | -2.0% | +0.1% | -2.1% | -2.0% |
| 30D | -1.7% | -2.6% | +1.0% | -1.3% |
| 3M | +4.7% | -7.8% | +12.5% | +5.9% |
| 6M | +12.5% | -7.0% | +19.5% | +13.4% |
| YTD | +11.7% | -8.5% | +20.3% | +12.7% |
| 1Y | +17.5% | -1.3% | +18.8% | +16.5% |
| 3Y | +76.6% | +105.0% | -28.4% | +52.2% |
| 5Y | +82.0% | +292.9% | -210.9% | +21.6% |
| All | +82.0% | +303.5% | -221.4% | +21.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling