-16.4%
SWKS vs TKO
+104.9%
-121.3%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +5.0% | -3.2% | +0.8% |
| 7D | +11.8% | +7.2% | +4.7% | +10.2% |
| 30D | +6.7% | +4.7% | +2.0% | +5.6% |
| 3M | 0.0% | -3.2% | +3.2% | +0.3% |
| 6M | +38.7% | -2.9% | +41.6% | +38.6% |
| YTD | +21.4% | -5.8% | +27.2% | +22.0% |
| 1Y | +2.9% | -1.1% | +4.0% | +1.9% |
| 3Y | -16.4% | +111.1% | -127.5% | -28.4% |
| All | -16.4% | +104.9% | -121.3% | -28.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling