+310.3%
SWKS vs TKO
+1,411.9%
-1,101.5%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.0% | +0.2% | +0.9% |
| 7D | -6.2% | +5.7% | -11.9% | -7.7% |
| 30D | -1.5% | +6.9% | -8.4% | -3.5% |
| 3M | +23.0% | +2.4% | +20.6% | +21.6% |
| 6M | +27.6% | +1.1% | +26.5% | +25.8% |
| YTD | +32.3% | -7.5% | +39.8% | +33.3% |
| 1Y | +20.1% | +7.2% | +12.9% | +15.7% |
| 3Y | +0.6% | +131.3% | -130.7% | -24.5% |
| 5Y | -42.3% | +250.8% | -293.2% | -63.0% |
| 10Y | +35.9% | +1,146.6% | -1,110.7% | -45.6% |
| All | +310.3% | +1,411.9% | -1,101.5% | -6.0% |
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