+1,258.9%
CLS vs TKO
+1,439.7%
-180.8%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +5.0% | +0.6% | +4.5% |
| 7D | +12.8% | +7.2% | +5.6% | +11.0% |
| 30D | +3.8% | +4.7% | -0.9% | +2.5% |
| 3M | -14.6% | -3.2% | -11.4% | -14.5% |
| 6M | +32.2% | -2.9% | +35.1% | +32.1% |
| YTD | +11.6% | -5.8% | +17.4% | +11.9% |
| 1Y | +35.1% | -1.1% | +36.1% | +33.7% |
| 3Y | +1,312.5% | +111.1% | +1,201.4% | +1,062.9% |
| 5Y | +3,542.1% | +315.6% | +3,226.5% | +2,425.8% |
| 10Y | +2,944.0% | +978.5% | +1,965.5% | +1,496.0% |
| All | +1,258.9% | +1,439.7% | -180.8% | +325.4% |
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