+60.1%
STLD vs TKO
+5.6%
+54.4%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +3.4% | -6.4% | -3.4% |
| 7D | -3.9% | +11.3% | -15.2% | -5.3% |
| 30D | -0.4% | +9.3% | -9.7% | -1.6% |
| 3M | -9.2% | +5.3% | -14.5% | -10.3% |
| 6M | +5.0% | +4.9% | +0.1% | +2.9% |
| YTD | +42.8% | -6.3% | +49.1% | +44.6% |
| 1Y | +60.1% | +4.9% | +55.2% | +57.1% |
| All | +60.1% | +5.6% | +54.4% | +57.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling