+230.5%
STM vs TKO
+1,366.3%
-1,135.8%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.8% | +3.7% | +2.4% |
| 7D | +5.8% | +0.7% | +5.0% | +5.6% |
| 30D | -1.0% | +1.6% | -2.6% | -1.7% |
| 3M | -33.3% | -7.8% | -25.5% | -32.2% |
| 6M | +57.4% | -13.3% | +70.7% | +62.3% |
| YTD | +102.2% | -10.3% | +112.5% | +105.7% |
| 1Y | +99.6% | -0.6% | +100.2% | +96.9% |
| 3Y | +14.5% | +88.5% | -74.0% | -6.9% |
| 5Y | +21.4% | +284.7% | -263.3% | -20.0% |
| 10Y | +695.0% | +905.7% | -210.8% | +284.3% |
| All | +230.5% | +1,366.3% | -1,135.8% | -6.8% |
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