+24.7%
CMS vs TKO
+315.8%
-291.1%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +5.0% | -4.5% | +0.3% |
| 7D | +1.2% | +7.2% | -5.9% | +0.9% |
| 30D | -3.2% | +4.7% | -7.8% | -3.4% |
| 3M | -2.2% | -3.2% | +1.0% | -2.1% |
| 6M | -9.4% | -2.9% | -6.6% | -9.4% |
| YTD | +0.7% | -5.8% | +6.5% | +0.8% |
| 1Y | +0.4% | -1.1% | +1.4% | +0.2% |
| 3Y | +35.2% | +111.1% | -75.9% | +30.8% |
| All | +24.7% | +315.8% | -291.1% | +20.3% |
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