+91.3%
RF vs TKO
+104.9%
-13.5%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +5.0% | -6.2% | -2.1% |
| 7D | +2.7% | +7.2% | -4.5% | +1.2% |
| 30D | -3.4% | +4.7% | -8.1% | -4.4% |
| 3M | +6.4% | -3.2% | +9.6% | +6.7% |
| 6M | +13.4% | -2.9% | +16.3% | +13.4% |
| YTD | +14.2% | -5.8% | +20.0% | +14.9% |
| 1Y | +15.7% | -1.1% | +16.8% | +14.9% |
| 3Y | +91.3% | +111.1% | -19.8% | +66.8% |
| All | +91.3% | +104.9% | -13.5% | +66.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling