+25.1%
RF vs TKO
+5.6%
+19.4%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +3.4% | -1.9% | +1.0% |
| 7D | +2.3% | +11.3% | -9.0% | +0.7% |
| 30D | +7.2% | +9.3% | -2.0% | +5.8% |
| 3M | -8.2% | +5.3% | -13.5% | -9.2% |
| 6M | +7.0% | +4.9% | +2.2% | +5.4% |
| YTD | +10.3% | -6.3% | +16.6% | +11.7% |
| 1Y | +25.1% | +4.9% | +20.2% | +24.6% |
| All | +25.1% | +5.6% | +19.4% | +24.6% |
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