+4,217.9%
CAT vs TKO
+1,436.2%
+2,781.7%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.7% | +3.3% | +1.1% |
| 7D | +9.3% | +2.6% | +6.7% | +8.8% |
| 30D | -21.5% | +11.6% | -33.1% | -23.2% |
| 3M | -29.1% | -0.1% | -29.0% | -29.3% |
| 6M | -33.4% | +6.7% | -40.1% | -34.8% |
| YTD | +6.6% | -6.0% | +12.6% | +6.6% |
| 1Y | +6.5% | +8.5% | -2.0% | +3.4% |
| 3Y | +162.7% | +150.9% | +11.7% | +112.8% |
| 5Y | +214.2% | +274.0% | -59.8% | +130.5% |
| 10Y | +705.2% | +1,126.1% | -420.9% | +347.3% |
| All | +4,217.9% | +1,436.2% | +2,781.7% | +1,629.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling