+11.8%
STZ vs TKO
+1,194.7%
-1,182.9%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.1% | -1.1% | -1.0% |
| 7D | -0.9% | +3.1% | -4.1% | -1.4% |
| 30D | +14.9% | +15.0% | -0.1% | +12.8% |
| 3M | +8.4% | +2.9% | +5.6% | +7.9% |
| 6M | +2.8% | +9.0% | -6.2% | +1.3% |
| YTD | +7.5% | -3.4% | +10.9% | +7.5% |
| 1Y | +12.5% | +12.8% | -0.2% | +10.0% |
| 3Y | -35.4% | +158.0% | -193.4% | -44.9% |
| 5Y | -29.3% | +285.4% | -314.7% | -44.7% |
| 10Y | +11.8% | +1,160.4% | -1,148.6% | -24.7% |
| All | +11.8% | +1,194.7% | -1,182.9% | -24.7% |
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 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