+264.3%
STT vs TKO
+989.7%
-725.4%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.4% | +0.7% | +1.0% |
| 7D | -0.4% | +2.3% | -2.8% | -1.0% |
| 30D | +1.7% | -2.5% | +4.2% | +2.1% |
| 3M | +17.9% | -10.6% | +28.5% | +20.5% |
| 6M | +55.3% | -5.1% | +60.3% | +55.9% |
| YTD | +52.7% | -8.2% | +60.9% | +54.3% |
| 1Y | +75.7% | -4.4% | +80.1% | +75.3% |
| 3Y | +197.9% | +100.4% | +97.5% | +142.3% |
| 5Y | +158.8% | +294.3% | -135.5% | +71.6% |
| All | +264.3% | +989.7% | -725.4% | +85.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling