+50.7%
CF vs TKO
+9.8%
+41.0%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.2% | +2.8% | +2.5% |
| 7D | +4.8% | +6.4% | -1.7% | +6.4% |
| 30D | +9.7% | +11.9% | -2.2% | +12.7% |
| 3M | +1.2% | +5.6% | -4.4% | +2.8% |
| 6M | +7.4% | +7.5% | -0.1% | +9.5% |
| YTD | +60.5% | -3.5% | +64.1% | +62.8% |
| 1Y | +50.7% | +13.0% | +37.8% | +47.5% |
| All | +50.7% | +9.8% | +41.0% | +47.5% |
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