+66.4%
CME vs TKO
+154.2%
-87.8%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.7% | +0.1% | +0.8% |
| 7D | +3.9% | +2.3% | +1.6% | +3.9% |
| 30D | +11.3% | +13.4% | -2.0% | +11.3% |
| 3M | +19.6% | -1.7% | +21.3% | +19.6% |
| 6M | +8.1% | +7.2% | +0.8% | +7.9% |
| YTD | +20.4% | -5.4% | +25.8% | +20.4% |
| 1Y | +16.5% | +8.7% | +7.8% | +16.5% |
| 3Y | +66.4% | +150.4% | -84.0% | +68.4% |
| All | +66.4% | +154.2% | -87.8% | +68.4% |
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