+269.6%
SWKS vs TKO
+1,366.4%
-1,096.8%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.8% | +5.3% | +4.1% |
| 7D | +12.5% | +0.7% | +11.8% | +12.3% |
| 30D | +10.5% | +1.6% | +8.9% | +9.8% |
| 3M | -7.4% | -7.8% | +0.4% | -5.6% |
| 6M | +32.7% | -13.3% | +46.0% | +37.0% |
| YTD | +19.2% | -10.3% | +29.5% | +21.6% |
| 1Y | +2.4% | -0.6% | +3.0% | +1.0% |
| 3Y | -25.6% | +88.5% | -114.1% | -40.9% |
| 5Y | -53.4% | +284.7% | -338.1% | -70.8% |
| 10Y | +23.2% | +905.7% | -882.6% | -47.3% |
| All | +269.6% | +1,366.4% | -1,096.8% | -14.3% |
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