+277.1%
STLD vs TKO
+276.1%
+0.9%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.7% | -3.9% | -3.4% |
| 7D | +2.9% | +2.3% | +0.6% | +2.4% |
| 30D | -5.6% | +13.4% | -18.9% | -8.1% |
| 3M | -11.7% | -1.7% | -10.0% | -11.6% |
| 6M | -2.8% | +7.2% | -10.0% | -5.1% |
| YTD | +36.4% | -5.4% | +41.8% | +36.9% |
| 1Y | +50.0% | +8.7% | +41.3% | +45.5% |
| 3Y | +122.3% | +150.4% | -28.1% | +78.1% |
| All | +277.1% | +276.1% | +0.9% | +150.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling