+2,688.0%
SU vs TKO
+1,400.2%
+1,287.7%
-81.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.4% | -0.5% | -0.2% |
| 7D | +2.2% | +2.3% | -0.1% | +1.8% |
| 30D | +8.4% | -2.5% | +10.9% | +8.8% |
| 3M | +12.1% | -10.6% | +22.7% | +14.0% |
| 6M | +19.7% | -5.1% | +24.7% | +19.9% |
| YTD | +58.4% | -8.2% | +66.6% | +59.4% |
| 1Y | +67.2% | -4.4% | +71.7% | +66.6% |
| 3Y | +125.0% | +100.4% | +24.7% | +90.6% |
| 5Y | +355.1% | +294.3% | +60.8% | +231.8% |
| 10Y | +263.7% | +983.2% | -719.5% | +110.9% |
| All | +2,688.0% | +1,400.2% | +1,287.7% | +1,121.1% |
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