+77.7%
CRL vs TKO
+1.2%
+76.5%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.8% | +0.1% | -1.2% |
| 7D | -1.0% | +0.7% | -1.8% | -1.2% |
| 30D | +10.7% | +1.6% | +9.0% | +10.0% |
| 3M | +55.3% | -7.8% | +63.1% | +57.7% |
| 6M | +60.7% | -13.3% | +73.9% | +63.3% |
| YTD | +44.6% | -10.3% | +54.9% | +46.9% |
| 1Y | +77.7% | -0.6% | +78.4% | +80.3% |
| All | +77.7% | +1.2% | +76.5% | +80.3% |
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 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