+152.2%
CAKE vs TKO
+291.2%
-139.0%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.4% | +1.2% | +1.4% |
| 7D | -4.5% | +2.3% | -6.8% | -5.1% |
| 30D | -12.4% | -2.5% | -10.0% | -12.0% |
| 3M | +37.3% | -10.6% | +47.9% | +40.9% |
| 6M | +70.7% | -5.1% | +75.8% | +71.9% |
| YTD | +106.0% | -8.2% | +114.2% | +108.7% |
| 1Y | +79.7% | -4.4% | +84.1% | +79.6% |
| 3Y | +267.8% | +100.4% | +167.4% | +197.3% |
| All | +152.2% | +291.2% | -139.0% | +27.3% |
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