-21.9%
CLX vs TKO
+1.2%
-23.1%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.8% | +0.5% | -1.0% |
| 7D | -9.2% | +0.7% | -10.0% | -9.3% |
| 30D | -11.0% | +1.6% | -12.7% | -11.3% |
| 3M | +5.0% | -7.8% | +12.8% | +6.1% |
| 6M | -18.8% | -13.3% | -5.5% | -17.6% |
| YTD | -4.4% | -10.3% | +5.9% | -3.5% |
| 1Y | -21.9% | -0.6% | -21.2% | -22.2% |
| All | -21.9% | +1.2% | -23.1% | -22.2% |
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