-29.6%
CLS vs TKO
+5.6%
-35.2%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.1% | +3.4% | -12.4% | -9.2% |
| 7D | -21.1% | +11.3% | -32.4% | -21.7% |
| 30D | -38.2% | +9.3% | -47.5% | -38.6% |
| 3M | -36.3% | +5.3% | -41.6% | -36.6% |
| 6M | -43.8% | +4.9% | -48.7% | -45.2% |
| YTD | -20.0% | -6.3% | -13.7% | -18.2% |
| 1Y | -29.6% | +4.9% | -34.5% | -35.9% |
| All | -29.6% | +5.6% | -35.2% | -35.9% |
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 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