-2.6%
SW vs TKO
+250.1%
-252.6%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.0% | -1.9% | -1.1% |
| 7D | +2.3% | +5.7% | -3.4% | +1.2% |
| 30D | +6.8% | +6.9% | -0.1% | +5.4% |
| 3M | -5.2% | +2.4% | -7.6% | -5.7% |
| 6M | +7.4% | +1.1% | +6.3% | +6.8% |
| YTD | +17.4% | -7.5% | +24.9% | +18.4% |
| 1Y | +27.1% | +7.2% | +19.9% | +24.9% |
| 3Y | +47.9% | +131.3% | -83.5% | +32.5% |
| All | -2.6% | +250.1% | -252.6% | -18.8% |
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