+28.5%
CF vs TKO
-14.6%
+43.1%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.8% | -1.4% | -4.1% |
| 7D | +6.0% | +0.7% | +5.3% | +6.3% |
| 30D | +14.8% | +1.6% | +13.2% | +16.0% |
| 3M | +14.1% | -7.8% | +21.8% | +10.1% |
| 6M | +28.5% | -13.3% | +41.8% | +20.2% |
| All | +28.5% | -14.6% | +43.1% | +20.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling