+38.3%
CMS vs TKO
+159.5%
-121.2%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.1% | -0.4% | -0.2% |
| 7D | -1.1% | +3.1% | -4.2% | -1.3% |
| 30D | +6.6% | +15.0% | -8.5% | +5.9% |
| 3M | +0.8% | +2.9% | -2.1% | +0.6% |
| 6M | -3.3% | +9.0% | -12.3% | -3.8% |
| YTD | +2.7% | -3.4% | +6.1% | +2.6% |
| 1Y | -4.0% | +12.8% | -16.8% | -4.6% |
| All | +38.3% | +159.5% | -121.2% | +36.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling