+1,976.1%
RBA vs TKO
+1,366.3%
+609.8%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.8% | +2.1% | +0.5% |
| 7D | -2.9% | +0.7% | -3.7% | -3.0% |
| 30D | -12.3% | +1.6% | -13.9% | -12.6% |
| 3M | -20.5% | -7.8% | -12.7% | -19.9% |
| 6M | -18.5% | -13.3% | -5.3% | -17.4% |
| YTD | -18.2% | -10.3% | -7.9% | -17.4% |
| 1Y | -27.5% | -0.6% | -26.9% | -27.7% |
| 3Y | +38.1% | +88.5% | -50.4% | +26.9% |
| 5Y | +44.8% | +284.7% | -239.9% | +22.0% |
| 10Y | +187.1% | +905.7% | -718.6% | +112.2% |
| All | +1,976.1% | +1,366.3% | +609.8% | +1,194.7% |
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