+325.3%
STX vs TKO
-1.0%
+326.3%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +0.4% | -4.1% | -3.6% |
| 7D | -2.3% | +2.3% | -4.6% | -1.7% |
| 30D | -5.5% | -2.5% | -3.0% | -6.0% |
| 3M | -4.3% | -10.6% | +6.3% | -5.5% |
| 6M | +115.6% | -5.1% | +120.7% | +114.5% |
| YTD | +202.2% | -8.2% | +210.4% | +205.7% |
| 1Y | +325.3% | -4.4% | +329.7% | +322.4% |
| All | +325.3% | -1.0% | +326.3% | +322.4% |
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