+332.7%
CAT vs TKO
+306.8%
+25.9%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.2% | +1.3% | -0.5% |
| 7D | +2.9% | +0.7% | +2.3% | +2.8% |
| 30D | -2.6% | +0.9% | -3.5% | -2.9% |
| 3M | -10.7% | -6.2% | -4.5% | -10.1% |
| 6M | +16.1% | -5.6% | +21.8% | +16.5% |
| YTD | +43.2% | -7.8% | +51.1% | +44.0% |
| 1Y | +96.8% | -1.2% | +98.0% | +94.6% |
| 3Y | +201.4% | +106.5% | +94.8% | +152.7% |
| 5Y | +332.7% | +310.4% | +22.3% | +192.3% |
| All | +332.7% | +306.8% | +25.9% | +192.3% |
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