+1,048.0%
STX vs TKO
+291.2%
+756.8%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +0.4% | -4.1% | -3.8% |
| 7D | -2.3% | +2.3% | -4.6% | -2.6% |
| 30D | -5.5% | -2.5% | -3.0% | -5.2% |
| 3M | -4.3% | -10.6% | +6.3% | -2.8% |
| 6M | +115.6% | -5.1% | +120.7% | +115.5% |
| YTD | +202.2% | -8.2% | +210.4% | +202.7% |
| 1Y | +325.3% | -4.4% | +329.7% | +320.5% |
| 3Y | +1,283.9% | +100.4% | +1,183.5% | +1,025.2% |
| All | +1,048.0% | +291.2% | +756.8% | +584.2% |
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