+5,760.6%
CRM vs TKO
+3,506.9%
+2,253.7%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.4% | +1.6% | +1.8% |
| 7D | -4.4% | +2.3% | -6.8% | -5.2% |
| 30D | +28.1% | -2.5% | +30.6% | +28.8% |
| 3M | +48.8% | -10.6% | +59.4% | +53.2% |
| 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% | +1.2% |
| 3Y | +11.8% | +100.4% | -88.5% | -12.7% |
| 5Y | -2.0% | +294.3% | -296.3% | -39.1% |
| 10Y | +239.6% | +983.2% | -743.5% | +42.7% |
| All | +5,760.6% | +3,506.9% | +2,253.7% | +1,158.8% |
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