+755.0%
SW vs TKO
+2,089.5%
-1,334.5%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.8% | +3.1% | +1.4% |
| 7D | -5.1% | +0.7% | -5.8% | -5.2% |
| 30D | -4.6% | +1.6% | -6.2% | -4.7% |
| 3M | +9.4% | -7.8% | +17.2% | +10.0% |
| 6M | +3.5% | -13.3% | +16.8% | +4.6% |
| YTD | +22.0% | -10.3% | +32.3% | +22.9% |
| 1Y | +2.2% | -0.6% | +2.8% | +2.1% |
| 3Y | +19.6% | +88.5% | -68.9% | +14.1% |
| 5Y | -2.3% | +284.7% | -287.1% | -11.0% |
| 10Y | +181.4% | +905.7% | -724.4% | +142.6% |
| All | +755.0% | +2,089.5% | -1,334.5% | +597.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling