+263.8%
STLA vs TKO
+1,701.8%
-1,438.0%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.8% | +3.1% | +1.6% |
| 7D | +2.6% | +0.7% | +1.8% | +2.4% |
| 30D | -1.2% | +1.6% | -2.8% | -1.6% |
| 3M | -24.8% | -7.8% | -17.0% | -23.8% |
| 6M | -25.6% | -13.3% | -12.3% | -23.8% |
| YTD | -48.9% | -10.3% | -38.7% | -48.2% |
| 1Y | -38.8% | -0.6% | -38.1% | -39.1% |
| 3Y | -64.5% | +88.5% | -153.0% | -68.9% |
| 5Y | -62.4% | +284.7% | -347.2% | -71.3% |
| 10Y | +55.4% | +905.7% | -850.3% | -2.2% |
| All | +263.8% | +1,701.8% | -1,438.0% | +91.4% |
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