+1,468.0%
CI vs TKO
+1,366.4%
+101.7%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.8% | +0.5% | -1.1% |
| 7D | +1.3% | +0.7% | +0.6% | +1.2% |
| 30D | +4.4% | +1.6% | +2.8% | +4.1% |
| 3M | +0.7% | -7.8% | +8.4% | +1.6% |
| 6M | +0.3% | -13.3% | +13.6% | +2.0% |
| YTD | +3.8% | -10.3% | +14.1% | +4.8% |
| 1Y | -5.5% | -0.6% | -4.9% | -6.1% |
| 3Y | +8.1% | +88.5% | -80.4% | -4.0% |
| 5Y | +42.8% | +284.7% | -241.9% | +12.0% |
| 10Y | +143.9% | +905.7% | -761.8% | +56.8% |
| All | +1,468.0% | +1,366.4% | +101.7% | +676.4% |
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