+292.9%
STLD vs TKO
+315.8%
-22.9%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +5.0% | -5.7% | -1.8% |
| 7D | +2.7% | +7.2% | -4.5% | +1.1% |
| 30D | -8.4% | +4.7% | -13.1% | -9.6% |
| 3M | -9.9% | -3.2% | -6.6% | -9.6% |
| 6M | +33.0% | -2.9% | +35.9% | +33.1% |
| YTD | +42.6% | -5.8% | +48.4% | +43.4% |
| 1Y | +80.8% | -1.1% | +81.8% | +79.2% |
| 3Y | +143.4% | +111.1% | +32.3% | +102.0% |
| All | +292.9% | +315.8% | -22.9% | +162.2% |
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