+47.2%
CAPR vs TKO
+5.6%
+41.5%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +3.4% | +4.9% | +7.3% |
| 7D | +43.2% | +11.3% | +31.9% | +39.6% |
| 30D | +14.7% | +9.3% | +5.4% | +12.3% |
| 3M | +113.9% | +5.3% | +108.6% | +112.3% |
| 6M | -73.4% | +4.9% | -78.2% | -73.7% |
| YTD | -69.1% | -6.3% | -62.8% | -68.6% |
| 1Y | +47.2% | +4.9% | +42.3% | +73.7% |
| All | +47.2% | +5.6% | +41.5% | +73.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling