+68.5%
STRL vs TKO
+1.2%
+67.3%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -1.8% | +7.6% | +6.0% |
| 7D | +3.4% | +0.7% | +2.7% | +3.2% |
| 30D | -9.2% | +1.6% | -10.8% | -9.8% |
| 3M | -51.0% | -7.8% | -43.3% | -50.4% |
| 6M | +15.8% | -13.3% | +29.1% | +16.7% |
| YTD | +58.9% | -10.3% | +69.2% | +59.2% |
| 1Y | +68.5% | -0.6% | +69.1% | +59.7% |
| All | +68.5% | +1.2% | +67.3% | +59.7% |
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