+0.9%
CG vs TKO
+291.2%
-290.3%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.4% | -2.0% | -1.8% |
| 7D | -9.9% | +2.3% | -12.2% | -10.6% |
| 30D | -11.7% | -2.5% | -9.2% | -11.0% |
| 3M | -4.3% | -10.6% | +6.3% | -1.1% |
| 6M | -8.8% | -5.1% | -3.7% | -8.1% |
| YTD | -26.9% | -8.2% | -18.6% | -25.6% |
| 1Y | -35.4% | -4.4% | -31.0% | -35.4% |
| 3Y | +43.0% | +100.4% | -57.3% | +10.1% |
| All | +0.9% | +291.2% | -290.3% | -55.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling