-35.2%
STZ vs TKO
+154.2%
-189.4%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.7% | 0.0% | +0.6% |
| 7D | +2.6% | +2.3% | +0.2% | +2.4% |
| 30D | +15.2% | +13.4% | +1.8% | +14.1% |
| 3M | +7.6% | -1.7% | +9.4% | +7.7% |
| 6M | +5.3% | +7.2% | -2.0% | +4.6% |
| YTD | +8.6% | -5.4% | +14.0% | +8.7% |
| 1Y | +15.6% | +8.7% | +6.9% | +14.7% |
| 3Y | -35.2% | +150.4% | -185.6% | -39.1% |
| All | -35.2% | +154.2% | -189.4% | -39.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling