+4,005.7%
CMG vs TKO
+2,719.3%
+1,286.4%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.8% | +1.0% | +0.4% |
| 7D | -3.8% | +0.1% | -3.9% | -3.9% |
| 30D | +12.9% | -2.6% | +15.5% | +13.5% |
| 3M | +18.8% | -7.8% | +26.5% | +20.4% |
| 6M | +4.1% | -7.0% | +11.1% | +5.1% |
| YTD | -2.4% | -8.5% | +6.2% | -1.2% |
| 1Y | -6.7% | -1.3% | -5.4% | -7.2% |
| 3Y | -7.1% | +105.0% | -112.1% | -22.6% |
| 5Y | -5.0% | +292.9% | -297.9% | -32.5% |
| 10Y | +323.5% | +979.3% | -655.8% | +122.1% |
| All | +4,005.7% | +2,719.3% | +1,286.4% | +1,274.6% |
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