+79.6%
CME vs TKO
+291.2%
-211.6%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.4% | +0.2% | +0.5% |
| 7D | -1.6% | +2.3% | -3.9% | -1.7% |
| 30D | +5.6% | -2.5% | +8.1% | +5.7% |
| 3M | +5.6% | -10.6% | +16.2% | +6.2% |
| 6M | -8.3% | -5.1% | -3.2% | -8.2% |
| YTD | +4.3% | -8.2% | +12.6% | +4.6% |
| 1Y | +9.1% | -4.4% | +13.5% | +9.0% |
| 3Y | +52.1% | +100.4% | -48.3% | +43.2% |
| All | +79.6% | +291.2% | -211.6% | +45.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling