+2,125.4%
STRL vs TKO
+306.8%
+1,818.6%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.2% | +0.8% | -0.9% |
| 7D | +8.2% | +0.7% | +7.5% | +8.0% |
| 30D | -6.3% | +0.9% | -7.2% | -6.7% |
| 3M | -41.2% | -6.2% | -35.0% | -40.7% |
| 6M | +20.4% | -5.6% | +26.0% | +21.1% |
| YTD | +61.7% | -7.8% | +69.5% | +63.0% |
| 1Y | +72.7% | -1.2% | +73.9% | +70.6% |
| 3Y | +530.9% | +106.5% | +424.4% | +434.7% |
| 5Y | +2,125.4% | +310.4% | +1,815.0% | +1,262.1% |
| All | +2,125.4% | +306.8% | +1,818.6% | +1,262.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling