+27.1%
SW vs TKO
+4.4%
+22.7%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.0% | -1.9% | -1.2% |
| 7D | +2.3% | +5.7% | -3.4% | +0.6% |
| 30D | +6.8% | +6.9% | -0.1% | +4.6% |
| 3M | -5.2% | +2.4% | -7.6% | -6.0% |
| 6M | +7.4% | +1.1% | +6.3% | +6.2% |
| YTD | +17.4% | -7.5% | +24.9% | +19.4% |
| 1Y | +27.1% | +7.2% | +19.9% | +20.3% |
| All | +27.1% | +4.4% | +22.7% | +20.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling