+1,706.3%
SUI vs TKO
+1,366.4%
+339.9%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.8% | +1.5% | -0.1% |
| 7D | -2.8% | +0.7% | -3.6% | -3.0% |
| 30D | -1.2% | +1.6% | -2.8% | -1.5% |
| 3M | -1.7% | -7.8% | +6.0% | -0.6% |
| 6M | -10.5% | -13.3% | +2.8% | -8.8% |
| YTD | -1.8% | -10.3% | +8.5% | -0.7% |
| 1Y | -4.1% | -0.6% | -3.5% | -4.7% |
| 3Y | +11.3% | +88.5% | -77.2% | -2.0% |
| 5Y | -32.1% | +284.7% | -316.8% | -47.6% |
| 10Y | +110.4% | +905.7% | -795.3% | +29.4% |
| All | +1,706.3% | +1,366.4% | +339.9% | +683.0% |
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