+771.4%
RCAT vs TKO
+103.5%
+667.9%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -2.2% | -4.3% | -5.5% |
| 7D | -2.3% | +0.7% | -3.0% | -2.5% |
| 30D | -18.7% | +0.9% | -19.6% | -19.0% |
| 3M | -29.3% | -6.2% | -23.1% | -27.5% |
| 6M | -42.3% | -5.6% | -36.7% | -40.9% |
| YTD | +2.5% | -7.8% | +10.4% | +5.1% |
| 1Y | -5.7% | -1.2% | -4.5% | -5.9% |
| All | +771.4% | +103.5% | +667.9% | +776.6% |
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