+47,074.8%
STRL vs TKO
+1,366.3%
+45,708.4%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -1.8% | +7.6% | +6.1% |
| 7D | +3.4% | +0.7% | +2.7% | +3.2% |
| 30D | -9.2% | +1.6% | -10.8% | -9.7% |
| 3M | -51.0% | -7.8% | -43.3% | -50.6% |
| 6M | +15.8% | -13.3% | +29.1% | +18.6% |
| YTD | +58.9% | -10.3% | +69.2% | +61.0% |
| 1Y | +68.5% | -0.6% | +69.1% | +67.0% |
| 3Y | +485.2% | +88.5% | +396.7% | +403.4% |
| 5Y | +2,005.1% | +284.7% | +1,720.4% | +1,441.4% |
| 10Y | +7,118.0% | +905.7% | +6,212.2% | +4,159.6% |
| All | +47,074.8% | +1,366.3% | +45,708.4% | +20,549.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling