+4.0%
CLF vs TKO
-2.5%
+6.5%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.8% | -1.4% | -1.9% |
| 7D | -3.7% | +0.1% | -3.8% | -3.8% |
| 30D | -4.7% | -2.6% | -2.1% | -4.2% |
| 3M | -4.7% | -7.8% | +3.1% | -2.2% |
| 6M | +24.0% | -7.0% | +31.0% | +26.2% |
| YTD | -10.9% | -8.5% | -2.4% | -7.8% |
| 1Y | +4.0% | -1.3% | +5.3% | +2.5% |
| All | +4.0% | -2.5% | +6.5% | +2.5% |
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 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