+9.3%
CME vs TKO
+1.2%
+8.1%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.8% | +1.5% | -0.3% |
| 7D | -1.6% | +0.7% | -2.3% | -1.6% |
| 30D | +6.2% | +1.6% | +4.6% | +6.1% |
| 3M | +10.4% | -7.8% | +18.2% | +10.4% |
| 6M | -9.5% | -13.3% | +3.8% | -8.9% |
| YTD | +6.0% | -10.3% | +16.3% | +6.1% |
| 1Y | +9.3% | -0.6% | +9.9% | +9.0% |
| All | +9.3% | +1.2% | +8.1% | +9.0% |
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