+1,608.5%
CAKE vs TKO
+1,400.2%
+208.2%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +40.6% |
| 6M | +70.7% | -5.1% | +75.8% | +71.8% |
| YTD | +106.0% | -8.2% | +114.2% | +108.5% |
| 1Y | +79.7% | -4.4% | +84.1% | +79.8% |
| 3Y | +267.8% | +100.4% | +167.4% | +201.4% |
| 5Y | +159.9% | +294.3% | -134.4% | +78.2% |
| 10Y | +154.3% | +983.2% | -828.8% | +32.7% |
| All | +1,608.5% | +1,400.2% | +208.2% | +463.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling