-4.7%
CMS vs TKO
+9.7%
-14.4%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.7% | +2.1% | -0.4% |
| 7D | -1.3% | +2.6% | -3.9% | -1.5% |
| 30D | +5.3% | +11.6% | -6.4% | +4.4% |
| 3M | -0.3% | -0.1% | -0.2% | -0.4% |
| 6M | -4.0% | +6.7% | -10.8% | -4.5% |
| YTD | +2.1% | -6.0% | +8.2% | +1.9% |
| 1Y | -4.7% | +8.5% | -13.2% | -4.7% |
| All | -4.7% | +9.7% | -14.4% | -4.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling