+159.4%
CCJ vs TKO
+102.7%
+56.7%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.4% | -1.1% | -0.9% |
| 7D | -4.0% | +2.3% | -6.3% | -4.7% |
| 30D | -2.4% | -2.5% | +0.1% | -1.8% |
| 3M | -2.3% | -10.6% | +8.3% | +0.5% |
| 6M | -16.2% | -5.1% | -11.2% | -15.5% |
| YTD | +5.7% | -8.2% | +13.9% | +7.3% |
| 1Y | +21.3% | -4.4% | +25.7% | +21.4% |
| 3Y | +159.4% | +100.4% | +59.0% | +121.9% |
| All | +159.4% | +102.7% | +56.7% | +121.9% |
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