+365.4%
STX vs TKO
+1.2%
+364.2%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -1.8% | +8.1% | +5.9% |
| 7D | +2.4% | +0.7% | +1.6% | +2.6% |
| 30D | +1.4% | +1.6% | -0.2% | +2.0% |
| 3M | -8.2% | -7.8% | -0.4% | -9.2% |
| 6M | +127.0% | -13.3% | +140.3% | +122.9% |
| YTD | +209.1% | -10.3% | +219.4% | +211.0% |
| 1Y | +365.4% | -0.6% | +366.0% | +352.4% |
| All | +365.4% | +1.2% | +364.2% | +352.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling