-5.6%
CLX vs TKO
+5.6%
-11.3%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +3.4% | +2.4% | +5.0% |
| 7D | +14.2% | +11.3% | +2.9% | +11.8% |
| 30D | +22.7% | +9.3% | +13.4% | +20.5% |
| 3M | -2.8% | +5.3% | -8.1% | -3.9% |
| 6M | +17.7% | +4.9% | +12.8% | +16.5% |
| YTD | +3.3% | -6.3% | +9.7% | +3.4% |
| 1Y | -5.6% | +4.9% | -10.5% | -7.2% |
| All | -5.6% | +5.6% | -11.3% | -7.2% |
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