+769.0%
STLD vs TKO
+1,112.7%
-343.7%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.7% | +1.9% | -0.1% |
| 7D | +6.9% | +2.6% | +4.2% | +6.1% |
| 30D | -1.5% | +11.6% | -13.1% | -4.3% |
| 3M | -9.7% | -0.1% | -9.6% | -10.0% |
| 6M | +2.3% | +6.7% | -4.4% | -0.4% |
| YTD | +41.0% | -6.0% | +47.0% | +41.7% |
| 1Y | +51.8% | +8.5% | +43.3% | +46.5% |
| 3Y | +126.4% | +150.9% | -24.5% | +70.9% |
| 5Y | +285.7% | +274.0% | +11.7% | +149.6% |
| All | +769.0% | +1,112.7% | -343.7% | +276.6% |
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