-2.3%
SW vs TKO
+287.6%
-289.9%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.8% | +3.1% | +1.6% |
| 7D | -5.1% | +0.7% | -5.8% | -5.2% |
| 30D | -4.6% | +1.6% | -6.2% | -4.9% |
| 3M | +9.4% | -7.8% | +17.2% | +10.9% |
| 6M | +3.5% | -13.3% | +16.8% | +5.9% |
| YTD | +22.0% | -10.3% | +32.3% | +23.9% |
| 1Y | +2.2% | -0.6% | +2.8% | +1.8% |
| 3Y | +19.6% | +88.5% | -68.9% | +9.7% |
| All | -2.3% | +287.6% | -289.9% | -22.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling