+350.6%
CMS vs TKO
+1,366.4%
-1,015.7%
-88.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.8% | +1.6% | 0.0% |
| 7D | +0.4% | +0.7% | -0.4% | +0.3% |
| 30D | -3.6% | +1.6% | -5.2% | -3.8% |
| 3M | -1.9% | -7.8% | +5.9% | -1.3% |
| 6M | -11.0% | -13.3% | +2.3% | -9.9% |
| YTD | +0.2% | -10.3% | +10.5% | +0.9% |
| 1Y | -1.3% | -0.6% | -0.7% | -1.7% |
| 3Y | +35.9% | +88.5% | -52.6% | +25.6% |
| 5Y | +23.1% | +284.7% | -261.6% | +4.6% |
| 10Y | +117.9% | +905.7% | -787.8% | +59.5% |
| All | +350.6% | +1,366.4% | -1,015.7% | +146.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling