+12.5%
STZ vs TKO
+12.9%
-0.3%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.1% | -1.1% | -1.0% |
| 7D | -0.9% | +3.1% | -4.1% | -1.3% |
| 30D | +14.9% | +15.0% | -0.1% | +13.2% |
| 3M | +8.4% | +2.9% | +5.6% | +8.0% |
| 6M | +2.8% | +9.0% | -6.2% | +1.8% |
| YTD | +7.5% | -3.4% | +10.9% | +7.7% |
| 1Y | +12.5% | +12.8% | -0.2% | +14.9% |
| All | +12.5% | +12.9% | -0.3% | +14.9% |
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 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