+208.5%
CFG vs TKO
+1,121.1%
-912.6%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.7% | -0.1% | +0.4% |
| 7D | +3.2% | +2.3% | +0.9% | +2.6% |
| 30D | +5.1% | +13.4% | -8.2% | +1.7% |
| 3M | -11.2% | -1.7% | -9.5% | -11.1% |
| 6M | +9.6% | +7.2% | +2.3% | +6.6% |
| YTD | +15.0% | -5.4% | +20.3% | +15.4% |
| 1Y | +29.9% | +8.7% | +21.2% | +25.3% |
| 3Y | +192.1% | +150.4% | +41.7% | +121.4% |
| 5Y | +62.3% | +276.6% | -214.3% | +6.0% |
| All | +208.5% | +1,121.1% | -912.6% | +40.1% |
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