+96.5%
STM vs TKO
+5.6%
+90.8%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | +3.4% | -9.4% | -6.2% |
| 7D | -6.0% | +11.3% | -17.3% | -6.6% |
| 30D | -20.9% | +9.3% | -30.2% | -21.3% |
| 3M | -15.8% | +5.3% | -21.0% | -16.2% |
| 6M | -17.0% | +4.9% | -21.9% | -18.5% |
| YTD | +76.8% | -6.3% | +83.1% | +79.1% |
| 1Y | +96.5% | +4.9% | +91.6% | +89.1% |
| All | +96.5% | +5.6% | +90.8% | +89.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling