+156.0%
STT vs TKO
+303.5%
-147.5%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.8% | +0.4% | -0.1% |
| 7D | -1.4% | +0.1% | -1.5% | -1.4% |
| 30D | +2.2% | -2.6% | +4.8% | +2.6% |
| 3M | +18.8% | -7.8% | +26.6% | +20.4% |
| 6M | +57.9% | -7.0% | +64.9% | +59.3% |
| YTD | +51.0% | -8.5% | +59.5% | +52.7% |
| 1Y | +77.1% | -1.3% | +78.5% | +75.5% |
| 3Y | +199.8% | +105.0% | +94.9% | +148.8% |
| 5Y | +156.0% | +292.9% | -137.0% | +55.7% |
| All | +156.0% | +303.5% | -147.5% | +55.7% |
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