+10,501.7%
STLD vs TKO
+1,366.3%
+9,135.4%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.8% | +0.2% | -1.1% |
| 7D | +3.1% | +0.7% | +2.4% | +3.0% |
| 30D | -9.0% | +1.6% | -10.6% | -9.6% |
| 3M | -12.4% | -7.8% | -4.6% | -10.9% |
| 6M | +25.5% | -13.3% | +38.8% | +29.4% |
| YTD | +43.6% | -10.3% | +53.9% | +46.4% |
| 1Y | +87.2% | -0.6% | +87.8% | +85.0% |
| 3Y | +135.2% | +88.5% | +46.7% | +91.6% |
| 5Y | +290.9% | +284.7% | +6.2% | +156.8% |
| 10Y | +1,113.5% | +905.7% | +207.7% | +471.3% |
| All | +10,501.7% | +1,366.3% | +9,135.4% | +3,014.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling