-69.4%
CAPR vs TKO
+1,121.1%
-1,190.5%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | +0.7% | -7.6% | -7.1% |
| 7D | +5.9% | +2.3% | +3.6% | +5.5% |
| 30D | +44.6% | +13.4% | +31.2% | +41.2% |
| 3M | +126.4% | -1.7% | +128.1% | +127.8% |
| 6M | -68.6% | +7.2% | -75.8% | -69.2% |
| YTD | -67.0% | -5.4% | -61.6% | -66.8% |
| 1Y | +65.2% | +8.7% | +56.5% | +60.6% |
| 3Y | +235.6% | +150.4% | +85.1% | +164.1% |
| 5Y | +175.4% | +276.6% | -101.2% | +89.0% |
| All | -69.4% | +1,121.1% | -1,190.5% | -88.0% |
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