+1,719.5%
TKO vs SPY
+859.0%
+860.5%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.5% | -1.7% | -1.8% |
| 7D | +0.7% | -0.4% | +1.0% | +0.9% |
| 30D | +0.9% | -1.4% | +2.3% | +1.9% |
| 3M | -6.2% | +3.7% | -9.9% | -8.9% |
| 6M | -5.6% | +13.0% | -18.6% | -14.1% |
| YTD | -7.8% | +12.4% | -20.2% | -15.9% |
| 1Y | -1.2% | +18.5% | -19.7% | -13.4% |
| 3Y | +106.5% | +77.6% | +28.9% | +33.4% |
| 5Y | +310.4% | +81.7% | +228.7% | +156.0% |
| 10Y | +987.5% | +319.7% | +667.9% | +262.9% |
| All | +1,719.5% | +859.0% | +860.5% | +225.0% |
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