+906.8%
STT vs TKO
+1,439.7%
-533.0%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +5.0% | -6.2% | -2.5% |
| 7D | +2.2% | +7.2% | -5.0% | +0.4% |
| 30D | +3.9% | +4.7% | -0.8% | +2.5% |
| 3M | +19.2% | -3.2% | +22.4% | +19.5% |
| 6M | +60.4% | -2.9% | +63.2% | +60.2% |
| YTD | +51.5% | -5.8% | +57.3% | +52.1% |
| 1Y | +76.3% | -1.1% | +77.3% | +74.4% |
| 3Y | +200.7% | +111.1% | +89.6% | +141.2% |
| 5Y | +157.5% | +315.6% | -158.1% | +70.9% |
| 10Y | +262.0% | +978.5% | -716.5% | +75.4% |
| All | +906.8% | +1,439.7% | -533.0% | +215.0% |
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