-12.0%
STZ vs TKO
+958.6%
-970.6%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.2% | +2.6% | +0.8% |
| 7D | -6.0% | +0.7% | -6.7% | -6.2% |
| 30D | -8.9% | +0.9% | -9.8% | -9.0% |
| 3M | -12.6% | -6.2% | -6.4% | -12.0% |
| 6M | -17.2% | -5.6% | -11.6% | -16.9% |
| YTD | -10.0% | -7.8% | -2.2% | -9.5% |
| 1Y | -14.3% | -1.2% | -13.1% | -14.7% |
| 3Y | -49.9% | +106.5% | -156.4% | -55.8% |
| 5Y | -38.2% | +310.4% | -348.6% | -52.1% |
| 10Y | -12.0% | +987.5% | -999.5% | -33.9% |
| All | -12.0% | +958.6% | -970.6% | -33.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling