+539.9%
STRL vs TKO
+104.9%
+435.1%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +5.0% | -1.8% | +1.9% |
| 7D | +10.1% | +7.2% | +2.9% | +8.1% |
| 30D | -8.2% | +4.7% | -12.9% | -9.5% |
| 3M | -43.7% | -3.2% | -40.5% | -43.6% |
| 6M | +27.1% | -2.9% | +30.0% | +26.9% |
| YTD | +64.0% | -5.8% | +69.8% | +64.3% |
| 1Y | +75.2% | -1.1% | +76.2% | +72.4% |
| 3Y | +539.9% | +111.1% | +428.8% | +457.2% |
| All | +539.9% | +104.9% | +435.1% | +457.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling