+389.7%
CLF vs TKO
+1,479.1%
-1,089.5%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.1% | +2.0% | +2.1% |
| 7D | +2.3% | +3.1% | -0.8% | +1.5% |
| 30D | +1.9% | +15.0% | -13.1% | -2.5% |
| 3M | +5.9% | +2.9% | +3.0% | +4.4% |
| 6M | +16.9% | +9.0% | +7.9% | +12.4% |
| YTD | -1.1% | -3.4% | +2.3% | -1.0% |
| 1Y | +28.8% | +12.8% | +16.0% | +22.9% |
| 3Y | -20.6% | +158.0% | -178.6% | -41.8% |
| 5Y | -41.5% | +285.4% | -326.9% | -62.9% |
| 10Y | +87.5% | +1,160.4% | -1,072.9% | -20.0% |
| All | +389.7% | +1,479.1% | -1,089.5% | +32.9% |
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