+73.9%
CTVA vs TKO
+102.7%
-28.8%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.4% | -1.1% | -0.8% |
| 7D | -4.5% | +2.3% | -6.8% | -4.9% |
| 30D | +11.3% | -2.5% | +13.8% | +11.7% |
| 3M | +12.3% | -10.6% | +22.9% | +14.3% |
| 6M | +7.2% | -5.1% | +12.2% | +7.5% |
| YTD | +26.0% | -8.2% | +34.2% | +27.1% |
| 1Y | +16.0% | -4.4% | +20.5% | +15.8% |
| 3Y | +73.9% | +100.4% | -26.5% | +46.1% |
| All | +73.9% | +102.7% | -28.8% | +46.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling