+72.5%
CAPR vs TKO
+306.8%
-234.3%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -2.2% | -2.5% | -4.3% |
| 7D | -12.6% | +0.7% | -13.3% | -12.7% |
| 30D | +124.4% | +0.9% | +123.5% | +124.3% |
| 3M | -66.8% | -6.2% | -60.6% | -66.6% |
| 6M | -71.8% | -5.6% | -66.2% | -71.7% |
| YTD | -70.1% | -7.8% | -62.2% | -69.9% |
| 1Y | +33.3% | -1.2% | +34.5% | +32.6% |
| 3Y | +36.7% | +106.5% | -69.8% | +21.5% |
| 5Y | +72.5% | +310.4% | -237.9% | +23.4% |
| All | +72.5% | +306.8% | -234.3% | +23.4% |
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