+287.5%
CAH vs TKO
+989.7%
-702.2%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.4% | -1.0% | -0.7% |
| 7D | -5.1% | +2.3% | -7.4% | -5.5% |
| 30D | +0.2% | -2.5% | +2.7% | +0.5% |
| 3M | +6.3% | -10.6% | +16.9% | +7.9% |
| 6M | +9.4% | -5.1% | +14.4% | +9.8% |
| YTD | +15.0% | -8.2% | +23.2% | +15.9% |
| 1Y | +55.4% | -4.4% | +59.9% | +55.5% |
| 3Y | +173.8% | +100.4% | +73.5% | +141.1% |
| 5Y | +395.2% | +294.3% | +100.9% | +281.6% |
| All | +287.5% | +989.7% | -702.2% | +139.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling