+50.9%
STLA vs TKO
+989.7%
-938.7%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.4% | +1.9% | +2.2% |
| 7D | -2.9% | +2.3% | -5.2% | -3.5% |
| 30D | +0.9% | -2.5% | +3.4% | +1.5% |
| 3M | -21.6% | -10.6% | -11.0% | -19.8% |
| 6M | -21.6% | -5.1% | -16.6% | -21.0% |
| YTD | -50.4% | -8.2% | -42.2% | -49.8% |
| 1Y | -43.6% | -4.4% | -39.1% | -43.5% |
| 3Y | -66.4% | +100.4% | -166.8% | -71.9% |
| 5Y | -62.3% | +294.3% | -356.6% | -73.5% |
| All | +50.9% | +989.7% | -938.7% | -19.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling