+574.3%
CF vs TKO
+962.1%
-387.8%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +5.0% | -4.3% | -0.3% |
| 7D | -0.9% | +7.2% | -8.1% | -2.4% |
| 30D | +18.1% | +4.7% | +13.4% | +16.7% |
| 3M | +23.4% | -3.2% | +26.6% | +23.5% |
| 6M | +17.1% | -2.9% | +20.0% | +16.5% |
| YTD | +76.2% | -5.8% | +82.0% | +76.0% |
| 1Y | +62.3% | -1.1% | +63.3% | +59.8% |
| 3Y | +71.8% | +111.1% | -39.3% | +37.1% |
| 5Y | +234.6% | +315.6% | -81.0% | +115.2% |
| 10Y | +574.3% | +978.5% | -404.2% | +246.8% |
| All | +574.3% | +962.1% | -387.8% | +246.8% |
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