-72.4%
TKNO vs SPY
+90.4%
-162.7%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.6% | 0.0% | +0.2% |
| 7D | -4.6% | -2.0% | -2.6% | -1.9% |
| 30D | -1.8% | -1.7% | -0.2% | +0.5% |
| 3M | +54.6% | +4.7% | +49.9% | +44.7% |
| 6M | +167.8% | +12.5% | +155.3% | +129.5% |
| YTD | +81.8% | +11.7% | +70.1% | +56.8% |
| 1Y | +74.5% | +17.5% | +57.0% | +41.1% |
| 3Y | +308.9% | +76.6% | +232.3% | +95.9% |
| 5Y | -69.7% | +82.0% | -151.8% | -85.7% |
| All | -72.4% | +90.4% | -162.7% | -88.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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