+238.9%
CRM vs TKO
+989.7%
-750.8%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.4% | +1.6% | +1.8% |
| 7D | -4.4% | +2.3% | -6.8% | -5.1% |
| 30D | +28.1% | -2.5% | +30.6% | +28.7% |
| 3M | +48.8% | -10.6% | +59.4% | +53.0% |
| 6M | +28.3% | -5.1% | +33.3% | +29.3% |
| YTD | -6.0% | -8.2% | +2.2% | -4.8% |
| 1Y | +1.4% | -4.4% | +5.9% | +1.3% |
| 3Y | +11.8% | +100.4% | -88.5% | -11.6% |
| 5Y | -2.0% | +294.3% | -296.3% | -38.6% |
| All | +238.9% | +989.7% | -750.8% | +77.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling