+1,719.5%
TKO vs SBAC
+1,823.7%
-104.2%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.0% | -1.1% | -2.1% |
| 7D | +0.7% | +0.2% | +0.5% | +0.7% |
| 30D | +0.9% | +3.9% | -3.0% | +0.4% |
| 3M | -6.2% | -8.2% | +2.0% | -5.3% |
| 6M | -5.6% | -2.8% | -2.8% | -5.7% |
| YTD | -7.8% | -1.5% | -6.3% | -8.2% |
| 1Y | -1.2% | 0.0% | -1.2% | -1.8% |
| 3Y | +106.5% | -8.4% | +114.9% | +105.8% |
| 5Y | +310.4% | -43.5% | +353.9% | +329.1% |
| 10Y | +987.5% | +86.9% | +900.6% | +885.1% |
| All | +1,719.5% | +1,823.7% | -104.2% | +1,277.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling