+74.6%
CLF vs TKO
+1,121.1%
-1,046.5%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.7% | -3.9% | -3.5% |
| 7D | +10.4% | +2.3% | +8.1% | +9.5% |
| 30D | +0.6% | +13.4% | -12.8% | -4.2% |
| 3M | +4.1% | -1.7% | +5.8% | +4.1% |
| 6M | +15.1% | +7.2% | +7.9% | +10.2% |
| YTD | -4.7% | -5.4% | +0.6% | -4.0% |
| 1Y | +20.4% | +8.7% | +11.7% | +15.0% |
| 3Y | -23.4% | +150.4% | -173.8% | -47.3% |
| 5Y | -43.3% | +276.6% | -319.9% | -68.1% |
| All | +74.6% | +1,121.1% | -1,046.5% | -48.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling