-4.4%
CLX vs TKO
+989.7%
-994.0%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.4% | -1.5% | -1.2% |
| 7D | -5.7% | +2.3% | -8.0% | -5.8% |
| 30D | -17.0% | -2.5% | -14.5% | -16.9% |
| 3M | -9.7% | -10.6% | +0.9% | -9.1% |
| 6M | -19.8% | -5.1% | -14.8% | -19.7% |
| YTD | -9.8% | -8.2% | -1.6% | -9.5% |
| 1Y | -26.2% | -4.4% | -21.7% | -26.1% |
| 3Y | -36.2% | +100.4% | -136.6% | -39.4% |
| 5Y | -38.3% | +294.3% | -332.6% | -44.1% |
| All | -4.4% | +989.7% | -994.0% | -20.2% |
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 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