-1.6%
SW vs TKO
+245.1%
-246.7%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.2% | +0.7% | -1.1% |
| 7D | +4.7% | +5.8% | -1.1% | +3.5% |
| 30D | +5.0% | +7.2% | -2.2% | +3.6% |
| 3M | -7.3% | +3.7% | -11.1% | -8.1% |
| 6M | +15.0% | +2.0% | +13.0% | +14.2% |
| YTD | +18.5% | -8.4% | +26.9% | +19.8% |
| 1Y | +27.1% | +2.6% | +24.5% | +25.9% |
| 3Y | +49.3% | +128.2% | -78.9% | +34.1% |
| 5Y | -1.6% | +247.4% | -249.1% | -17.7% |
| All | -1.6% | +245.1% | -246.7% | -17.7% |
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 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