+3,431.5%
CB vs TKO
+1,366.4%
+2,065.2%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.8% | -0.1% | -1.6% |
| 7D | +0.5% | +0.7% | -0.3% | +0.4% |
| 30D | -3.1% | +1.6% | -4.7% | -3.4% |
| 3M | +9.0% | -7.8% | +16.7% | +10.1% |
| 6M | +2.9% | -13.3% | +16.1% | +4.8% |
| YTD | +10.1% | -10.3% | +20.4% | +11.3% |
| 1Y | +22.8% | -0.6% | +23.4% | +21.9% |
| 3Y | +73.8% | +88.5% | -14.7% | +52.2% |
| 5Y | +99.2% | +284.7% | -185.6% | +52.2% |
| 10Y | +218.2% | +905.7% | -687.5% | +94.9% |
| All | +3,431.5% | +1,366.4% | +2,065.2% | +1,449.4% |
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 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