+100.4%
TKO vs SBAC
-9.4%
+109.7%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.2% | -1.9% | +0.1% |
| 7D | +2.3% | -2.1% | +4.4% | +2.5% |
| 30D | -2.5% | +2.0% | -4.5% | -2.7% |
| 3M | -10.6% | -8.3% | -2.3% | -10.0% |
| 6M | -5.1% | +0.3% | -5.4% | -5.4% |
| YTD | -8.2% | -2.2% | -6.0% | -8.5% |
| 1Y | -4.4% | -4.6% | +0.2% | -4.5% |
| 3Y | +100.4% | -8.3% | +108.7% | +99.3% |
| All | +100.4% | -9.4% | +109.7% | +99.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SBAC.
Daily Out/Under-Performance
Portfolio return minus SBAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SBAC 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 SBAC 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