+119.6%
RF vs TKO
+139.2%
-19.5%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +4.5% | -2.3% | +1.3% |
| 7D | -0.1% | +7.8% | -8.0% | -1.7% |
| 30D | +7.0% | +12.2% | -5.1% | +4.5% |
| 3M | -7.0% | +7.5% | -14.5% | -8.6% |
| 6M | +6.8% | +7.7% | -1.0% | +4.4% |
| YTD | +9.9% | -3.3% | +13.2% | +9.9% |
| 1Y | +21.1% | +11.1% | +10.0% | +17.2% |
| 3Y | +119.6% | +141.0% | -21.4% | +89.9% |
| All | +119.6% | +139.2% | -19.5% | +89.9% |
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