+147.8%
SW vs TKO
+897.7%
-749.9%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.8% | +3.1% | +1.5% |
| 7D | -5.1% | +0.7% | -5.8% | -5.2% |
| 30D | -4.6% | +1.6% | -6.2% | -4.8% |
| 3M | +9.4% | -7.8% | +17.2% | +10.4% |
| 6M | +3.5% | -13.3% | +16.8% | +5.1% |
| YTD | +22.0% | -10.3% | +32.3% | +23.3% |
| 1Y | +2.2% | -0.6% | +2.8% | +2.0% |
| 3Y | +19.6% | +88.5% | -68.9% | +11.7% |
| 5Y | -2.3% | +284.7% | -287.1% | -14.8% |
| All | +147.8% | +897.7% | -749.9% | +106.7% |
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