+150.1%
STLD vs TKO
+103.5%
+46.6%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.2% | +2.3% | +0.6% |
| 7D | -2.8% | +0.7% | -3.5% | -3.0% |
| 30D | -10.4% | +0.9% | -11.3% | -10.7% |
| 3M | -10.6% | -6.2% | -4.4% | -9.7% |
| 6M | +32.7% | -5.6% | +38.3% | +33.5% |
| YTD | +42.8% | -7.8% | +50.7% | +44.3% |
| 1Y | +86.9% | -1.2% | +88.2% | +85.4% |
| All | +150.1% | +103.5% | +46.6% | +117.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling