+4,955.5%
CCJ vs TKO
+1,439.7%
+3,515.8%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +5.0% | -3.8% | +0.3% |
| 7D | +5.9% | +7.2% | -1.2% | +4.5% |
| 30D | +4.7% | +4.7% | 0.0% | +3.7% |
| 3M | -3.3% | -3.2% | -0.1% | -3.0% |
| 6M | -7.0% | -2.9% | -4.2% | -6.8% |
| YTD | +11.5% | -5.8% | +17.3% | +12.1% |
| 1Y | +32.3% | -1.1% | +33.3% | +31.8% |
| 3Y | +176.8% | +111.1% | +65.7% | +137.4% |
| 5Y | +351.8% | +315.6% | +36.2% | +239.9% |
| 10Y | +1,080.5% | +978.5% | +102.1% | +618.1% |
| All | +4,955.5% | +1,439.7% | +3,515.8% | +2,160.6% |
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