+357.2%
CFG vs TKO
+1,617.8%
-1,260.6%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +5.0% | -6.1% | -2.4% |
| 7D | +2.7% | +7.2% | -4.5% | +0.9% |
| 30D | -3.7% | +4.7% | -8.4% | -5.0% |
| 3M | +9.5% | -3.2% | +12.7% | +9.9% |
| 6M | +22.2% | -2.9% | +25.1% | +22.3% |
| YTD | +22.3% | -5.8% | +28.1% | +23.0% |
| 1Y | +39.4% | -1.1% | +40.5% | +38.2% |
| 3Y | +188.5% | +111.1% | +77.4% | +132.7% |
| 5Y | +101.5% | +315.6% | -214.0% | +34.1% |
| 10Y | +308.6% | +978.5% | -669.8% | +107.5% |
| All | +357.2% | +1,617.8% | -1,260.6% | +115.9% |
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