+730.4%
SW vs TKO
+2,135.4%
-1,405.0%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.2% | +0.7% | -1.3% |
| 7D | +4.7% | +5.8% | -1.1% | +4.2% |
| 30D | +5.0% | +7.2% | -2.2% | +4.4% |
| 3M | -7.3% | +3.7% | -11.1% | -7.6% |
| 6M | +15.0% | +2.0% | +13.0% | +14.7% |
| YTD | +18.5% | -8.4% | +26.9% | +19.1% |
| 1Y | +27.1% | +2.6% | +24.5% | +26.7% |
| 3Y | +49.3% | +128.2% | -78.9% | +41.0% |
| 5Y | -1.6% | +247.4% | -249.1% | -9.9% |
| 10Y | +185.4% | +1,134.5% | -949.1% | +143.8% |
| All | +730.4% | +2,135.4% | -1,405.0% | +576.0% |
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