+6,479.8%
CRS vs TKO
+1,406.3%
+5,073.5%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.2% | +2.1% | +0.6% |
| 7D | -0.5% | +0.7% | -1.2% | -0.9% |
| 30D | -18.1% | +0.9% | -19.0% | -18.6% |
| 3M | -12.4% | -6.2% | -6.3% | -11.4% |
| 6M | +15.9% | -5.6% | +21.6% | +16.9% |
| YTD | +45.8% | -7.8% | +53.7% | +47.6% |
| 1Y | +87.8% | -1.2% | +89.0% | +85.8% |
| 3Y | +648.7% | +106.5% | +542.2% | +481.4% |
| 5Y | +1,416.6% | +310.4% | +1,106.3% | +839.8% |
| 10Y | +1,412.7% | +987.5% | +425.1% | +573.6% |
| All | +6,479.8% | +1,406.3% | +5,073.5% | +1,684.2% |
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 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