+196.0%
CAPR vs TKO
+274.4%
-78.4%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | -2.7% | -6.0% | -8.2% |
| 7D | +19.1% | +2.6% | +16.5% | +18.7% |
| 30D | +48.8% | +11.6% | +37.2% | +46.6% |
| 3M | +144.4% | -0.1% | +144.5% | +144.7% |
| 6M | -67.5% | +6.7% | -74.2% | -68.0% |
| YTD | -64.5% | -6.0% | -58.5% | -64.4% |
| 1Y | +74.4% | +8.5% | +65.9% | +71.3% |
| 3Y | +265.7% | +150.9% | +114.8% | +211.3% |
| 5Y | +196.0% | +274.0% | -78.1% | +99.1% |
| All | +196.0% | +274.4% | -78.4% | +99.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling