-14.8%
STZ vs TKO
+1.9%
-16.7%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +5.0% | -10.6% | -5.9% |
| 7D | -7.4% | +7.2% | -14.5% | -7.9% |
| 30D | -10.9% | +4.7% | -15.6% | -11.0% |
| 3M | -13.4% | -3.2% | -10.2% | -13.2% |
| 6M | -16.2% | -2.9% | -13.3% | -16.2% |
| YTD | -10.4% | -5.8% | -4.6% | -10.0% |
| 1Y | -14.8% | -1.1% | -13.7% | -14.7% |
| All | -14.8% | +1.9% | -16.7% | -14.7% |
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