+359.3%
CMS vs TKO
+1,436.2%
-1,076.9%
-88.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.7% | +2.1% | -0.3% |
| 7D | -1.3% | +2.6% | -3.9% | -1.5% |
| 30D | +5.3% | +11.6% | -6.4% | +4.1% |
| 3M | -0.3% | -0.1% | -0.2% | -0.4% |
| 6M | -4.0% | +6.7% | -10.8% | -4.9% |
| YTD | +2.1% | -6.0% | +8.2% | +2.3% |
| 1Y | -4.7% | +8.5% | -13.2% | -5.9% |
| 3Y | +36.8% | +150.9% | -114.1% | +23.0% |
| 5Y | +34.9% | +274.0% | -239.2% | +15.0% |
| 10Y | +134.7% | +1,126.1% | -991.5% | +68.2% |
| All | +359.3% | +1,436.2% | -1,076.9% | +150.0% |
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