+340.6%
STRL vs TKO
+154.2%
+186.4%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.7% | -3.7% | -3.2% |
| 7D | +15.7% | +2.3% | +13.3% | +15.1% |
| 30D | -35.5% | +13.4% | -48.8% | -37.6% |
| 3M | -47.1% | -1.7% | -45.4% | -47.0% |
| 6M | -65.8% | +7.2% | -73.0% | -67.1% |
| YTD | -4.5% | -5.4% | +0.8% | -4.5% |
| 1Y | -10.5% | +8.7% | -19.2% | -14.9% |
| 3Y | +340.6% | +150.4% | +190.2% | +289.9% |
| All | +340.6% | +154.2% | +186.4% | +289.9% |
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