+11.1%
RDW vs TKO
+5.6%
+5.4%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +3.4% | -8.3% | -6.1% |
| 7D | -14.3% | +11.3% | -25.6% | -17.9% |
| 30D | -26.0% | +9.3% | -35.3% | -28.7% |
| 3M | -27.4% | +5.3% | -32.7% | -29.1% |
| 6M | -10.6% | +4.9% | -15.5% | -13.0% |
| YTD | +1.6% | -6.3% | +7.9% | +6.0% |
| 1Y | +11.1% | +4.9% | +6.2% | -2.6% |
| All | +11.1% | +5.6% | +5.4% | -2.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling