+34.8%
CF vs TKO
+5.6%
+29.2%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +3.4% | -7.7% | -3.7% |
| 7D | -6.9% | +11.3% | -18.1% | -4.8% |
| 30D | -3.7% | +9.3% | -13.0% | -1.9% |
| 3M | -5.0% | +5.3% | -10.2% | -3.8% |
| 6M | -10.5% | +4.9% | -15.3% | -9.5% |
| YTD | +46.5% | -6.3% | +52.8% | +47.7% |
| 1Y | +34.8% | +4.9% | +29.9% | +30.9% |
| All | +34.8% | +5.6% | +29.2% | +30.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling