+471.5%
CF vs TKO
+1,121.1%
-649.7%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.7% | -0.6% | 0.0% |
| 7D | +4.8% | +2.3% | +2.5% | +4.3% |
| 30D | +4.7% | +13.4% | -8.7% | +1.9% |
| 3M | +7.4% | -1.7% | +9.2% | +7.4% |
| 6M | +0.6% | +7.2% | -6.6% | -1.9% |
| YTD | +64.1% | -5.4% | +69.5% | +63.3% |
| 1Y | +51.4% | +8.7% | +42.7% | +45.6% |
| 3Y | +67.8% | +150.4% | -82.6% | +28.9% |
| 5Y | +114.1% | +276.6% | -162.5% | +41.6% |
| All | +471.5% | +1,121.1% | -649.7% | +190.2% |
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