+35.3%
SWKS vs TKO
+1,165.6%
-1,130.3%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.2% | +0.1% | -0.1% |
| 7D | -3.1% | +6.4% | -9.6% | -4.8% |
| 30D | +8.3% | +11.9% | -3.6% | +5.0% |
| 3M | +20.2% | +5.6% | +14.6% | +18.0% |
| 6M | +24.9% | +7.5% | +17.4% | +21.3% |
| YTD | +33.2% | -3.5% | +36.7% | +32.6% |
| 1Y | +23.6% | +13.0% | +10.6% | +17.6% |
| 3Y | +1.3% | +157.6% | -156.3% | -24.6% |
| 5Y | -40.6% | +288.2% | -328.8% | -62.4% |
| 10Y | +35.3% | +1,196.6% | -1,161.3% | -36.6% |
| All | +35.3% | +1,165.6% | -1,130.3% | -36.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling