+8.3%
CL vs TKO
-2.5%
+10.8%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.8% | +0.6% | -0.1% |
| 7D | -2.4% | +0.1% | -2.5% | -2.5% |
| 30D | -4.8% | -2.6% | -2.2% | -4.5% |
| 3M | -1.7% | -7.8% | +6.1% | -0.9% |
| 6M | -3.8% | -7.0% | +3.2% | -3.5% |
| YTD | +13.3% | -8.5% | +21.8% | +13.5% |
| 1Y | +8.3% | -1.3% | +9.6% | +8.3% |
| All | +8.3% | -2.5% | +10.8% | +8.3% |
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