+272.1%
C vs TKO
+103.5%
+168.6%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.2% | +2.9% | +1.3% |
| 7D | +2.6% | +0.7% | +1.9% | +2.4% |
| 30D | +1.9% | +0.9% | +1.0% | +1.5% |
| 3M | +2.8% | -6.2% | +9.0% | +3.9% |
| 6M | +30.6% | -5.6% | +36.2% | +31.4% |
| YTD | +19.9% | -7.8% | +27.7% | +21.3% |
| 1Y | +44.6% | -1.2% | +45.8% | +43.4% |
| All | +272.1% | +103.5% | +168.6% | +225.5% |
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