+57.9%
CNQ vs TKO
+2.8%
+55.1%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.2% | +0.8% | -1.7% |
| 7D | -11.2% | +5.8% | -17.0% | -10.7% |
| 30D | +1.7% | +7.2% | -5.5% | +2.3% |
| 3M | +10.3% | +3.7% | +6.6% | +10.6% |
| 6M | +4.3% | +2.0% | +2.3% | +4.5% |
| YTD | +48.7% | -8.4% | +57.1% | +48.6% |
| 1Y | +57.9% | +2.6% | +55.3% | +56.8% |
| All | +57.9% | +2.8% | +55.1% | +56.8% |
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