+41.5%
CL vs TKO
+288.0%
-246.5%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.1% | -0.2% | -0.1% |
| 7D | -0.8% | +3.1% | -3.9% | -0.9% |
| 30D | +9.5% | +15.0% | -5.5% | +8.8% |
| 3M | +6.8% | +2.9% | +3.9% | +6.5% |
| 6M | +14.3% | +9.0% | +5.3% | +13.7% |
| YTD | +27.0% | -3.4% | +30.4% | +26.8% |
| 1Y | +26.3% | +12.8% | +13.5% | +25.5% |
| 3Y | +39.3% | +158.0% | -118.7% | +33.6% |
| 5Y | +41.5% | +285.4% | -243.9% | +39.5% |
| All | +41.5% | +288.0% | -246.5% | +39.5% |
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