-29.5%
CDW vs TKO
+103.5%
-133.0%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.2% | +0.7% | -1.1% |
| 7D | -4.2% | +0.7% | -4.9% | -4.4% |
| 30D | +4.9% | +0.9% | +4.0% | +4.6% |
| 3M | +7.3% | -6.2% | +13.5% | +8.2% |
| 6M | +19.2% | -5.6% | +24.8% | +20.0% |
| YTD | +6.2% | -7.8% | +14.0% | +7.2% |
| 1Y | -14.0% | -1.2% | -12.8% | -14.4% |
| All | -29.5% | +103.5% | -133.0% | -34.6% |
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 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