+58.2%
CAPR vs TKO
+1.2%
+57.0%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.8% | +3.1% | +1.6% |
| 7D | -2.0% | +0.7% | -2.7% | -2.1% |
| 30D | +139.2% | +1.6% | +137.6% | +140.5% |
| 3M | -66.4% | -7.8% | -58.6% | -65.9% |
| 6M | -63.1% | -13.3% | -49.8% | -62.4% |
| YTD | -67.4% | -10.3% | -57.1% | -66.7% |
| 1Y | +58.2% | -0.6% | +58.9% | +67.6% |
| All | +58.2% | +1.2% | +57.0% | +67.6% |
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 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