+15.9%
STZ vs TKO
+5.6%
+10.3%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +3.4% | +2.0% | +4.9% |
| 7D | +13.0% | +11.3% | +1.7% | +11.7% |
| 30D | +29.4% | +9.3% | +20.1% | +28.1% |
| 3M | +11.6% | +5.3% | +6.3% | +11.0% |
| 6M | -0.2% | +4.9% | -5.1% | -0.8% |
| YTD | +8.6% | -6.3% | +14.9% | +9.3% |
| 1Y | +15.9% | +4.9% | +11.0% | +16.7% |
| All | +15.9% | +5.6% | +10.3% | +16.7% |
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