+226.6%
RCL vs TKO
+303.5%
-76.9%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.8% | +0.5% | 0.0% |
| 7D | -2.5% | +0.1% | -2.6% | -2.6% |
| 30D | -15.7% | -2.6% | -13.1% | -15.0% |
| 3M | -3.6% | -7.8% | +4.2% | -1.2% |
| 6M | -8.7% | -7.0% | -1.6% | -6.8% |
| YTD | -6.2% | -8.5% | +2.4% | -4.0% |
| 1Y | -22.9% | -1.3% | -21.6% | -23.4% |
| 3Y | +173.6% | +105.0% | +68.6% | +111.2% |
| 5Y | +226.6% | +292.9% | -66.4% | +53.4% |
| All | +226.6% | +303.5% | -76.9% | +53.4% |
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