-62.9%
STLA vs TKO
+291.2%
-354.2%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +1.6% |
| 3M | -21.6% | -10.6% | -11.0% | -19.6% |
| 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% | -43.6% |
| 3Y | -66.4% | +100.4% | -166.8% | -71.9% |
| All | -62.9% | +291.2% | -354.2% | -77.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling