+182.3%
RCAT vs TKO
+306.8%
-124.5%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -2.2% | -4.3% | -5.8% |
| 7D | -2.3% | +0.7% | -3.0% | -2.5% |
| 30D | -18.7% | +0.9% | -19.6% | -18.9% |
| 3M | -29.3% | -6.2% | -23.1% | -27.9% |
| 6M | -42.3% | -5.6% | -36.7% | -41.2% |
| YTD | +2.5% | -7.8% | +10.4% | +4.6% |
| 1Y | -5.7% | -1.2% | -4.5% | -5.6% |
| 3Y | +764.9% | +106.5% | +658.4% | +693.7% |
| 5Y | +182.3% | +310.4% | -128.1% | +144.0% |
| All | +182.3% | +306.8% | -124.5% | +144.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling