+31.1%
CAPR vs TKO
-2.5%
+33.6%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -0.8% | -3.2% | -3.8% |
| 7D | -10.6% | +0.1% | -10.7% | -10.5% |
| 30D | +111.2% | -2.6% | +113.8% | +112.9% |
| 3M | -67.2% | -7.8% | -59.5% | -66.7% |
| 6M | -75.1% | -7.0% | -68.1% | -74.7% |
| YTD | -71.2% | -8.5% | -62.7% | -70.6% |
| 1Y | +31.1% | -1.3% | +32.4% | +39.6% |
| All | +31.1% | -2.5% | +33.6% | +39.6% |
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