+644.6%
STM vs TKO
+985.8%
-341.3%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.8% | -0.8% | -1.3% |
| 7D | -1.1% | +0.1% | -1.2% | -1.2% |
| 30D | -7.8% | -2.6% | -5.2% | -7.3% |
| 3M | -28.2% | -7.8% | -20.4% | -26.9% |
| 6M | +52.0% | -7.0% | +59.0% | +53.8% |
| YTD | +96.4% | -8.5% | +104.9% | +98.9% |
| 1Y | +98.8% | -1.3% | +100.1% | +95.8% |
| 3Y | +18.3% | +105.0% | -86.7% | -10.0% |
| 5Y | +17.7% | +292.9% | -275.2% | -29.9% |
| All | +644.6% | +985.8% | -341.3% | +226.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling