+35.4%
CMS vs TKO
+288.0%
-252.6%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +2.7% |
| 1Y | -4.0% | +12.8% | -16.8% | -4.7% |
| 3Y | +37.6% | +158.0% | -120.4% | +31.3% |
| 5Y | +35.4% | +285.4% | -249.9% | +30.1% |
| All | +35.4% | +288.0% | -252.6% | +30.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling