+136.1%
C vs TKO
+303.5%
-167.3%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.8% | +1.3% | +0.7% |
| 7D | +0.3% | +0.1% | +0.1% | +0.2% |
| 30D | +2.0% | -2.6% | +4.6% | +2.5% |
| 3M | +4.4% | -7.8% | +12.1% | +5.9% |
| 6M | +28.3% | -7.0% | +35.4% | +29.6% |
| YTD | +20.5% | -8.5% | +29.0% | +22.0% |
| 1Y | +45.5% | -1.3% | +46.9% | +44.4% |
| 3Y | +274.0% | +105.0% | +169.1% | +213.1% |
| 5Y | +136.1% | +292.9% | -156.8% | +47.1% |
| All | +136.1% | +303.5% | -167.3% | +47.1% |
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