+333.8%
RCAT vs TKO
+154.2%
+179.6%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.7% | -4.1% | -3.8% |
| 7D | -5.9% | +2.3% | -8.3% | -6.8% |
| 30D | -19.7% | +13.4% | -33.0% | -24.5% |
| 3M | -62.9% | -1.7% | -61.1% | -62.6% |
| 6M | -59.6% | +7.2% | -66.8% | -60.9% |
| YTD | -52.1% | -5.4% | -46.7% | -51.5% |
| 1Y | -50.9% | +8.7% | -59.6% | -53.4% |
| 3Y | +333.8% | +150.4% | +183.4% | +320.6% |
| All | +333.8% | +154.2% | +179.6% | +320.6% |
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