+4,875.5%
SBUX vs TKO
+1,395.0%
+3,480.5%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.8% | -0.1% | -0.7% |
| 7D | -6.2% | +0.1% | -6.4% | -6.3% |
| 30D | -6.4% | -2.6% | -3.8% | -6.1% |
| 3M | +1.0% | -7.8% | +8.8% | +2.3% |
| 6M | -0.4% | -7.0% | +6.6% | +0.4% |
| YTD | +20.0% | -8.5% | +28.5% | +21.1% |
| 1Y | +22.8% | -1.3% | +24.1% | +21.9% |
| 3Y | +12.3% | +105.0% | -92.7% | -4.5% |
| 5Y | -6.4% | +292.9% | -299.3% | -30.7% |
| 10Y | +126.5% | +979.3% | -852.9% | +30.2% |
| All | +4,875.5% | +1,395.0% | +3,480.5% | +1,774.4% |
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