+2,050.7%
STZ vs TKO
+1,366.4%
+684.4%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.8% | +1.1% | -0.5% |
| 7D | -1.9% | +0.7% | -2.7% | -2.0% |
| 30D | -1.9% | +1.6% | -3.5% | -2.1% |
| 3M | -6.2% | -7.8% | +1.5% | -5.4% |
| 6M | -14.0% | -13.3% | -0.7% | -12.7% |
| YTD | -5.1% | -10.3% | +5.2% | -4.2% |
| 1Y | -9.6% | -0.6% | -8.9% | -10.0% |
| 3Y | -47.2% | +88.5% | -135.7% | -52.2% |
| 5Y | -33.6% | +284.7% | -318.3% | -45.8% |
| 10Y | -9.8% | +905.7% | -915.5% | -36.8% |
| All | +2,050.7% | +1,366.4% | +684.4% | +1,101.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling