+331.9%
RCL vs TKO
+1,121.1%
-789.2%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.7% | -0.3% | +0.2% |
| 7D | -1.2% | +2.3% | -3.5% | -2.0% |
| 30D | +17.8% | +13.4% | +4.5% | +12.8% |
| 3M | +4.9% | -1.7% | +6.7% | +5.4% |
| 6M | +23.7% | +7.2% | +16.5% | +19.8% |
| YTD | +17.8% | -5.4% | +23.2% | +19.0% |
| 1Y | +28.9% | +8.7% | +20.2% | +23.9% |
| 3Y | +241.9% | +150.4% | +91.4% | +142.9% |
| 5Y | +295.4% | +276.6% | +18.8% | +132.9% |
| All | +331.9% | +1,121.1% | -789.2% | +87.8% |
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