+7,285.0%
STRL vs TKO
+989.7%
+6,295.3%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +0.4% | +5.0% | +5.3% |
| 7D | +5.0% | +2.3% | +2.7% | +4.4% |
| 30D | -6.9% | -2.5% | -4.4% | -6.4% |
| 3M | -39.1% | -10.6% | -28.5% | -37.6% |
| 6M | +21.5% | -5.1% | +26.6% | +22.3% |
| YTD | +66.9% | -8.2% | +75.1% | +68.7% |
| 1Y | +61.6% | -4.4% | +66.1% | +61.2% |
| 3Y | +560.0% | +100.4% | +459.6% | +426.3% |
| 5Y | +2,238.9% | +294.3% | +1,944.6% | +1,371.3% |
| All | +7,285.0% | +989.7% | +6,295.3% | +3,270.1% |
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