-39.7%
CAG vs TKO
+102.7%
-142.3%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.4% | -1.0% | -0.7% |
| 7D | -5.7% | +2.3% | -8.0% | -5.8% |
| 30D | -2.4% | -2.5% | +0.1% | -2.3% |
| 3M | +9.8% | -10.6% | +20.4% | +9.9% |
| 6M | -10.8% | -5.1% | -5.8% | -10.7% |
| YTD | -10.8% | -8.2% | -2.6% | -10.7% |
| 1Y | -19.0% | -4.4% | -14.5% | -18.9% |
| 3Y | -39.7% | +100.4% | -140.1% | -40.2% |
| All | -39.7% | +102.7% | -142.3% | -40.2% |
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