-67.2%
STLA vs TKO
+102.0%
-169.1%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.8% | +0.6% | 0.0% |
| 7D | -3.8% | +0.1% | -3.9% | -3.9% |
| 30D | -3.1% | -2.6% | -0.5% | -2.5% |
| 3M | -19.6% | -7.8% | -11.9% | -18.2% |
| 6M | -23.5% | -7.0% | -16.5% | -22.5% |
| YTD | -51.5% | -8.5% | -43.0% | -50.8% |
| 1Y | -39.7% | -1.3% | -38.4% | -40.2% |
| All | -67.2% | +102.0% | -169.1% | -70.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling