+239.8%
RF vs TKO
+1,165.6%
-925.8%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.2% | -0.6% | -0.7% |
| 7D | +0.3% | +6.4% | -6.1% | -1.2% |
| 30D | +6.2% | +11.9% | -5.7% | +3.1% |
| 3M | -7.8% | +5.6% | -13.5% | -9.4% |
| 6M | +5.9% | +7.5% | -1.6% | +3.2% |
| YTD | +9.0% | -3.5% | +12.6% | +8.9% |
| 1Y | +19.3% | +13.0% | +6.3% | +14.1% |
| 3Y | +116.4% | +157.6% | -41.2% | +64.1% |
| 5Y | +46.0% | +288.2% | -242.2% | -4.4% |
| 10Y | +239.8% | +1,196.6% | -956.8% | +60.2% |
| All | +239.8% | +1,165.6% | -925.8% | +60.2% |
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