+365.8%
CLF vs TKO
+1,366.3%
-1,000.5%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.8% | +3.6% | +2.3% |
| 7D | +7.6% | +0.7% | +6.8% | +7.4% |
| 30D | -1.2% | +1.6% | -2.8% | -1.9% |
| 3M | -13.4% | -7.8% | -5.6% | -11.9% |
| 6M | +15.4% | -13.3% | +28.7% | +19.6% |
| YTD | -5.9% | -10.3% | +4.4% | -3.3% |
| 1Y | +18.8% | -0.6% | +19.4% | +18.0% |
| 3Y | -19.4% | +88.5% | -107.9% | -35.2% |
| 5Y | -47.7% | +284.7% | -332.4% | -66.7% |
| 10Y | +130.4% | +905.7% | -775.3% | +5.1% |
| All | +365.8% | +1,366.3% | -1,000.5% | +29.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling