-37.6%
CLX vs TKO
+303.5%
-341.1%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.8% | -0.2% | -0.9% |
| 7D | -5.9% | +0.1% | -6.0% | -5.9% |
| 30D | -17.0% | -2.6% | -14.4% | -16.9% |
| 3M | -9.6% | -7.8% | -1.8% | -9.2% |
| 6M | -21.5% | -7.0% | -14.5% | -21.3% |
| YTD | -8.8% | -8.5% | -0.3% | -8.5% |
| 1Y | -24.7% | -1.3% | -23.4% | -24.7% |
| 3Y | -35.6% | +105.0% | -140.6% | -38.0% |
| 5Y | -37.6% | +292.9% | -330.5% | -34.7% |
| All | -37.6% | +303.5% | -341.1% | -34.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling