+985.1%
CDW vs TKO
+2,420.9%
-1,435.9%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.7% | -1.4% | -0.8% |
| 7D | +9.3% | +2.3% | +7.0% | +8.9% |
| 30D | +14.4% | +13.4% | +1.0% | +11.7% |
| 3M | +21.4% | -1.7% | +23.1% | +21.6% |
| 6M | +72.8% | +7.2% | +65.6% | +70.1% |
| YTD | +28.0% | -5.4% | +33.4% | +28.6% |
| 1Y | +19.3% | +8.7% | +10.7% | +16.6% |
| 3Y | -15.3% | +150.4% | -165.7% | -30.1% |
| 5Y | -3.8% | +276.6% | -280.4% | -28.2% |
| 10Y | +318.5% | +1,134.6% | -816.1% | +167.0% |
| All | +985.1% | +2,420.9% | -1,435.9% | +525.4% |
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