+63.9%
CSCO vs TKO
+1.2%
+62.7%
-16.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.8% | +2.3% | +0.7% |
| 7D | -0.7% | +0.7% | -1.4% | -0.7% |
| 30D | -10.1% | +1.6% | -11.7% | -10.5% |
| 3M | -15.7% | -7.8% | -7.9% | -15.1% |
| 6M | +36.3% | -13.3% | +49.6% | +38.1% |
| YTD | +43.8% | -10.3% | +54.1% | +44.9% |
| 1Y | +63.9% | -0.6% | +64.6% | +62.5% |
| All | +63.9% | +1.2% | +62.7% | +62.5% |
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