+359.7%
CLX vs TKO
+1,406.3%
-1,046.6%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.2% | 0.0% | -2.0% |
| 7D | -4.9% | +0.7% | -5.6% | -5.0% |
| 30D | -15.8% | +0.9% | -16.7% | -15.9% |
| 3M | -7.9% | -6.2% | -1.8% | -7.6% |
| 6M | -19.0% | -5.6% | -13.4% | -18.8% |
| YTD | -7.9% | -7.8% | -0.1% | -7.6% |
| 1Y | -25.4% | -1.2% | -24.2% | -25.5% |
| 3Y | -35.0% | +106.5% | -141.5% | -38.7% |
| 5Y | -36.8% | +310.4% | -347.1% | -43.3% |
| 10Y | -1.4% | +987.5% | -989.0% | -19.4% |
| All | +359.7% | +1,406.3% | -1,046.6% | +220.3% |
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