+28.1%
CL vs TKO
+312.5%
-284.5%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +5.0% | -5.4% | -0.6% |
| 7D | -1.4% | +7.2% | -8.5% | -1.7% |
| 30D | -5.2% | +4.7% | -9.9% | -5.4% |
| 3M | +3.3% | -3.2% | +6.5% | +3.4% |
| 6M | -4.4% | -2.9% | -1.5% | -4.4% |
| YTD | +13.9% | -5.8% | +19.7% | +14.0% |
| 1Y | +7.6% | -1.1% | +8.7% | +7.5% |
| 3Y | +29.6% | +111.1% | -81.5% | +25.6% |
| 5Y | +28.1% | +315.6% | -287.5% | +20.7% |
| All | +28.1% | +312.5% | -284.5% | +20.7% |
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 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