+838.1%
CLS vs TKO
+154.2%
+683.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.7% | -6.1% | -5.6% |
| 7D | +16.3% | +2.3% | +14.0% | +15.6% |
| 30D | -25.7% | +13.4% | -39.0% | -28.0% |
| 3M | -30.9% | -1.7% | -29.1% | -30.7% |
| 6M | -35.5% | +7.2% | -42.7% | -37.8% |
| YTD | -18.7% | -5.4% | -13.3% | -18.6% |
| 1Y | -17.9% | +8.7% | -26.6% | -21.7% |
| 3Y | +838.1% | +150.4% | +687.7% | +710.0% |
| All | +838.1% | +154.2% | +683.9% | +710.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling