-98.5%
RCAT vs TKO
+985.8%
-1,084.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.8% | +0.1% | -0.4% |
| 7D | -5.4% | +0.1% | -5.5% | -5.4% |
| 30D | -24.2% | -2.6% | -21.6% | -23.6% |
| 3M | -25.8% | -7.8% | -18.1% | -24.0% |
| 6M | -44.9% | -7.0% | -37.9% | -43.4% |
| YTD | +1.9% | -8.5% | +10.4% | +4.5% |
| 1Y | -5.2% | -1.3% | -3.9% | -4.8% |
| 3Y | +759.6% | +105.0% | +654.6% | +596.6% |
| 5Y | +187.5% | +292.9% | -105.4% | +80.8% |
| All | -98.5% | +985.8% | -1,084.3% | -99.1% |
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