-48.2%
CLF vs TKO
+306.8%
-355.0%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.2% | +0.5% | -0.8% |
| 7D | -2.7% | +0.7% | -3.3% | -3.0% |
| 30D | -3.2% | +0.9% | -4.1% | -3.9% |
| 3M | -5.0% | -6.2% | +1.2% | -3.6% |
| 6M | +26.6% | -5.6% | +32.2% | +27.8% |
| YTD | -9.0% | -7.8% | -1.1% | -7.0% |
| 1Y | +11.8% | -1.2% | +13.1% | +10.9% |
| 3Y | -15.1% | +106.5% | -121.6% | -36.0% |
| 5Y | -48.2% | +310.4% | -358.6% | -73.8% |
| All | -48.2% | +306.8% | -355.0% | -73.8% |
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