+5,331.8%
CF vs TKO
+3,431.2%
+1,900.7%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.0% | -0.3% | +0.4% |
| 7D | -3.2% | +5.7% | -8.9% | -4.6% |
| 30D | +4.3% | +6.9% | -2.6% | +2.4% |
| 3M | +2.8% | +2.4% | +0.4% | +1.7% |
| 6M | +0.6% | +1.1% | -0.5% | -0.9% |
| YTD | +56.6% | -7.5% | +64.1% | +56.5% |
| 1Y | +49.6% | +7.2% | +42.4% | +43.6% |
| 3Y | +61.5% | +131.3% | -69.9% | +23.1% |
| 5Y | +124.0% | +250.8% | -126.9% | +46.9% |
| 10Y | +573.2% | +1,146.6% | -573.5% | +184.4% |
| All | +5,331.8% | +3,431.2% | +1,900.7% | +1,105.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling