-10.5%
STRL vs TKO
+9.5%
-19.9%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.7% | -3.7% | -3.1% |
| 7D | +15.7% | +2.3% | +13.3% | +15.4% |
| 30D | -35.5% | +13.4% | -48.8% | -36.1% |
| 3M | -47.1% | -1.7% | -45.4% | -46.8% |
| 6M | -65.8% | +7.2% | -73.0% | -67.1% |
| YTD | -4.5% | -5.4% | +0.8% | -4.9% |
| 1Y | -10.5% | +8.7% | -19.2% | -18.3% |
| All | -10.5% | +9.5% | -19.9% | -18.3% |
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