+160.5%
CAT vs TKO
+152.5%
+8.0%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.7% | +3.3% | +1.0% |
| 7D | +9.3% | +2.6% | +6.7% | +9.0% |
| 30D | -21.5% | +11.6% | -33.1% | -22.6% |
| 3M | -29.1% | -0.1% | -29.0% | -29.1% |
| 6M | -33.4% | +6.7% | -40.1% | -34.7% |
| YTD | +6.6% | -6.0% | +12.6% | +6.8% |
| 1Y | +6.5% | +8.5% | -2.0% | +3.5% |
| All | +160.5% | +152.5% | +8.0% | +116.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling