+17,056.4%
STX vs TKO
+5,412.0%
+11,644.4%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +5.0% | +1.5% | +5.2% |
| 7D | +10.7% | +7.2% | +3.6% | +8.7% |
| 30D | +11.3% | +4.7% | +6.6% | +9.7% |
| 3M | +3.2% | -3.2% | +6.4% | +3.1% |
| 6M | +157.0% | -2.9% | +159.8% | +155.3% |
| YTD | +229.2% | -5.8% | +235.0% | +227.3% |
| 1Y | +381.8% | -1.1% | +382.9% | +371.8% |
| 3Y | +1,383.2% | +111.1% | +1,272.1% | +1,053.5% |
| 5Y | +1,144.9% | +315.6% | +829.3% | +682.8% |
| 10Y | +3,676.0% | +978.5% | +2,697.6% | +1,537.3% |
| All | +17,056.4% | +5,412.0% | +11,644.4% | +2,999.1% |
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