-29.4%
STZ vs TKO
+250.1%
-279.5%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.0% | -2.8% | -1.9% |
| 7D | +4.9% | +5.7% | -0.8% | +4.5% |
| 30D | +20.9% | +6.9% | +14.0% | +20.3% |
| 3M | +8.0% | +2.4% | +5.6% | +7.8% |
| 6M | -5.3% | +1.1% | -6.4% | -5.5% |
| YTD | +5.9% | -7.5% | +13.4% | +6.2% |
| 1Y | +14.2% | +7.2% | +7.0% | +13.4% |
| 3Y | -37.0% | +131.3% | -168.3% | -41.2% |
| All | -29.4% | +250.1% | -279.5% | -35.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling