+179.5%
SW vs TKO
+1,112.7%
-933.2%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.7% | +0.8% | -1.6% |
| 7D | -3.0% | +2.6% | -5.6% | -3.3% |
| 30D | +4.2% | +11.6% | -7.5% | +2.7% |
| 3M | -11.5% | -0.1% | -11.4% | -11.6% |
| 6M | +8.6% | +6.7% | +1.9% | +7.5% |
| YTD | +15.0% | -6.0% | +21.0% | +15.4% |
| 1Y | +25.7% | +8.5% | +17.1% | +24.1% |
| 3Y | +44.8% | +150.9% | -106.1% | +32.0% |
| 5Y | -1.7% | +274.0% | -275.8% | -14.3% |
| All | +179.5% | +1,112.7% | -933.2% | +131.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling