+17.7%
STM vs TKO
+303.5%
-285.8%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.8% | -0.8% | -1.4% |
| 7D | -1.1% | +0.1% | -1.2% | -1.1% |
| 30D | -7.8% | -2.6% | -5.2% | -7.4% |
| 3M | -28.2% | -7.8% | -20.4% | -27.0% |
| 6M | +52.0% | -7.0% | +59.0% | +53.6% |
| YTD | +96.4% | -8.5% | +104.9% | +98.7% |
| 1Y | +98.8% | -1.3% | +100.1% | +95.6% |
| 3Y | +18.3% | +105.0% | -86.7% | -9.4% |
| 5Y | +17.7% | +292.9% | -275.2% | -41.9% |
| All | +17.7% | +303.5% | -285.8% | -41.9% |
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