+3,154.0%
CLS vs TKO
+989.7%
+2,164.3%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +0.4% | +6.2% | +6.5% |
| 7D | +10.9% | +2.3% | +8.6% | +10.4% |
| 30D | +2.1% | -2.5% | +4.6% | +2.5% |
| 3M | -10.2% | -10.6% | +0.4% | -8.4% |
| 6M | +30.4% | -5.1% | +35.4% | +30.9% |
| YTD | +17.2% | -8.2% | +25.5% | +18.2% |
| 1Y | +41.0% | -4.4% | +45.5% | +40.7% |
| 3Y | +1,338.0% | +100.4% | +1,237.6% | +1,099.8% |
| 5Y | +3,860.6% | +294.3% | +3,566.3% | +2,649.8% |
| All | +3,154.0% | +989.7% | +2,164.3% | +1,939.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling