+6,706.3%
CME vs TKO
+5,484.1%
+1,222.3%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +5.0% | -6.1% | -2.1% |
| 7D | -2.9% | +7.2% | -10.0% | -4.4% |
| 30D | +5.5% | +4.7% | +0.8% | +4.3% |
| 3M | +11.0% | -3.2% | +14.2% | +11.2% |
| 6M | -9.7% | -2.9% | -6.8% | -9.9% |
| YTD | +4.9% | -5.8% | +10.7% | +5.1% |
| 1Y | +10.1% | -1.1% | +11.1% | +8.9% |
| 3Y | +53.5% | +111.1% | -57.6% | +24.2% |
| 5Y | +77.2% | +315.6% | -238.4% | +18.6% |
| 10Y | +282.1% | +978.5% | -696.3% | +79.0% |
| All | +6,706.3% | +5,484.1% | +1,222.3% | +1,527.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling