+1,097.8%
STLD vs TKO
+985.8%
+112.0%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.8% | -0.7% | -1.3% |
| 7D | -3.6% | +0.1% | -3.8% | -3.7% |
| 30D | -10.1% | -2.6% | -7.5% | -9.7% |
| 3M | -11.4% | -7.8% | -3.7% | -10.0% |
| 6M | +30.8% | -7.0% | +37.8% | +32.3% |
| YTD | +40.7% | -8.5% | +49.2% | +42.6% |
| 1Y | +80.8% | -1.3% | +82.1% | +78.8% |
| 3Y | +140.2% | +105.0% | +35.2% | +90.3% |
| 5Y | +288.5% | +292.9% | -4.4% | +147.1% |
| All | +1,097.8% | +985.8% | +112.0% | +405.1% |
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 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