+337.6%
SWKS vs TKO
+1,479.1%
-1,141.6%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | +0.1% | +5.8% | +5.9% |
| 7D | +5.7% | +3.1% | +2.6% | +4.7% |
| 30D | +17.3% | +15.0% | +2.3% | +12.5% |
| 3M | +28.3% | +2.9% | +25.4% | +26.6% |
| 6M | +26.1% | +9.0% | +17.1% | +21.6% |
| YTD | +41.1% | -3.4% | +44.5% | +40.4% |
| 1Y | +31.4% | +12.8% | +18.6% | +24.7% |
| 3Y | +7.3% | +158.0% | -150.7% | -22.0% |
| 5Y | -37.7% | +285.4% | -323.1% | -61.1% |
| 10Y | +46.0% | +1,160.4% | -1,114.3% | -41.7% |
| All | +337.6% | +1,479.1% | -1,141.6% | -1.1% |
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