+116.0%
CMS vs TKO
+989.7%
-873.6%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.4% | -1.1% | -0.8% |
| 7D | -1.9% | +2.3% | -4.2% | -2.1% |
| 30D | -4.1% | -2.5% | -1.6% | -4.0% |
| 3M | -7.1% | -10.6% | +3.5% | -6.5% |
| 6M | -10.1% | -5.1% | -5.0% | -9.9% |
| YTD | -1.7% | -8.2% | +6.5% | -1.4% |
| 1Y | -3.4% | -4.4% | +1.1% | -3.4% |
| 3Y | +31.6% | +100.4% | -68.8% | +24.2% |
| 5Y | +23.3% | +294.3% | -271.0% | +9.8% |
| All | +116.0% | +989.7% | -873.6% | +88.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling