+183.3%
CFG vs TKO
+103.5%
+79.9%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.2% | +1.3% | -0.4% |
| 7D | -0.6% | +0.7% | -1.3% | -0.8% |
| 30D | -4.5% | +0.9% | -5.4% | -4.9% |
| 3M | +6.3% | -6.2% | +12.5% | +7.5% |
| 6M | +20.6% | -5.6% | +26.2% | +21.5% |
| YTD | +21.2% | -7.8% | +29.1% | +22.7% |
| 1Y | +38.2% | -1.2% | +39.4% | +36.9% |
| All | +183.3% | +103.5% | +79.9% | +137.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling