+45.5%
SRE vs TKO
+291.2%
-245.7%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.4% | -1.1% | -0.8% |
| 7D | -0.8% | +2.3% | -3.1% | -1.1% |
| 30D | -3.0% | -2.5% | -0.5% | -2.8% |
| 3M | -8.3% | -10.6% | +2.3% | -7.1% |
| 6M | -8.9% | -5.1% | -3.9% | -8.6% |
| YTD | -4.3% | -8.2% | +4.0% | -3.7% |
| 1Y | +2.7% | -4.4% | +7.2% | +2.6% |
| 3Y | +28.7% | +100.4% | -71.7% | +17.1% |
| All | +45.5% | +291.2% | -245.7% | +13.6% |
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