+481.0%
CF vs TKO
+1,165.6%
-684.6%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.2% | +2.8% | +2.6% |
| 7D | +4.8% | +6.4% | -1.7% | +3.3% |
| 30D | +9.7% | +11.9% | -2.2% | +7.0% |
| 3M | +1.2% | +5.6% | -4.4% | -0.3% |
| 6M | +7.4% | +7.5% | -0.1% | +4.7% |
| YTD | +60.5% | -3.5% | +64.1% | +59.2% |
| 1Y | +50.7% | +13.0% | +37.8% | +43.8% |
| 3Y | +64.8% | +157.6% | -92.8% | +25.8% |
| 5Y | +115.8% | +288.2% | -172.5% | +41.6% |
| 10Y | +481.0% | +1,196.6% | -715.5% | +196.4% |
| All | +481.0% | +1,165.6% | -684.6% | +196.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling