+27.6%
CL vs TKO
+9.7%
+17.9%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.7% | +2.6% | +0.3% |
| 7D | -0.8% | +2.6% | -3.4% | -1.2% |
| 30D | +9.5% | +11.6% | -2.2% | +8.0% |
| 3M | +6.6% | -0.1% | +6.8% | +6.4% |
| 6M | +13.2% | +6.7% | +6.5% | +12.0% |
| YTD | +26.9% | -6.0% | +32.9% | +26.3% |
| 1Y | +27.6% | +8.5% | +19.1% | +29.6% |
| All | +27.6% | +9.7% | +17.9% | +29.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling