+1,990.1%
SRE vs TKO
+1,406.3%
+583.8%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.2% | +1.6% | -0.3% |
| 7D | +1.5% | +0.7% | +0.8% | +1.4% |
| 30D | +0.8% | +0.9% | 0.0% | +0.6% |
| 3M | -5.8% | -6.2% | +0.4% | -5.2% |
| 6M | -7.8% | -5.6% | -2.2% | -7.5% |
| YTD | -2.4% | -7.8% | +5.5% | -1.9% |
| 1Y | +8.9% | -1.2% | +10.1% | +8.4% |
| 3Y | +31.1% | +106.5% | -75.4% | +18.5% |
| 5Y | +48.6% | +310.4% | -261.7% | +22.7% |
| 10Y | +126.1% | +987.5% | -861.4% | +61.1% |
| All | +1,990.1% | +1,406.3% | +583.8% | +1,070.3% |
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