+26.9%
RBA vs TKO
+108.0%
-81.1%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +5.0% | -7.0% | -3.1% |
| 7D | -1.1% | +7.2% | -8.2% | -2.6% |
| 30D | -13.2% | +4.7% | -17.9% | -14.3% |
| 3M | -21.4% | -3.2% | -18.1% | -21.1% |
| 6M | -20.9% | -2.9% | -18.0% | -20.9% |
| YTD | -19.9% | -5.8% | -14.1% | -19.3% |
| 1Y | -28.7% | -1.1% | -27.6% | -29.1% |
| All | +26.9% | +108.0% | -81.1% | +8.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling