+142.1%
CI vs TKO
+989.7%
-847.5%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.4% | -0.4% | -0.1% |
| 7D | -0.1% | +2.3% | -2.4% | -0.4% |
| 30D | +1.8% | -2.5% | +4.2% | +2.0% |
| 3M | -4.2% | -10.6% | +6.4% | -3.1% |
| 6M | +8.8% | -5.1% | +13.9% | +9.1% |
| YTD | +3.7% | -8.2% | +12.0% | +4.3% |
| 1Y | -6.1% | -4.4% | -1.7% | -6.2% |
| 3Y | +4.5% | +100.4% | -95.9% | -7.1% |
| 5Y | +50.5% | +294.3% | -243.8% | +17.4% |
| All | +142.1% | +989.7% | -847.5% | +50.7% |
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