+66.5%
CF vs TKO
-2.2%
+68.7%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -2.2% | +5.0% | +2.4% |
| 7D | -0.8% | +0.7% | -1.5% | -0.7% |
| 30D | +14.3% | +0.9% | +13.4% | +14.4% |
| 3M | +27.9% | -6.2% | +34.0% | +26.7% |
| 6M | +25.5% | -5.6% | +31.2% | +26.4% |
| YTD | +81.2% | -7.8% | +89.0% | +81.6% |
| 1Y | +66.5% | -1.2% | +67.7% | +63.7% |
| All | +66.5% | -2.2% | +68.7% | +63.7% |
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