+196.2%
STM vs TKO
+1,446.8%
-1,250.7%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.7% | -0.1% | +0.4% |
| 7D | +12.0% | +2.3% | +9.7% | +11.4% |
| 30D | -0.4% | +13.4% | -13.7% | -3.7% |
| 3M | -13.2% | -1.7% | -11.5% | -13.1% |
| 6M | -26.1% | +7.2% | -33.3% | -28.2% |
| YTD | +81.2% | -5.4% | +86.5% | +81.3% |
| 1Y | +98.3% | +8.7% | +89.6% | +90.9% |
| 3Y | +16.7% | +150.4% | -133.7% | -11.7% |
| 5Y | -4.8% | +276.6% | -281.5% | -37.0% |
| 10Y | +468.8% | +1,134.6% | -665.8% | +161.0% |
| All | +196.2% | +1,446.8% | -1,250.7% | -17.8% |
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