+46.2%
RF vs TKO
+263.8%
-217.6%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +4.5% | -2.3% | +1.2% |
| 7D | -0.1% | +7.8% | -8.0% | -1.9% |
| 30D | +7.0% | +12.2% | -5.1% | +4.2% |
| 3M | -7.0% | +7.5% | -14.5% | -8.8% |
| 6M | +6.8% | +7.7% | -1.0% | +4.2% |
| YTD | +9.9% | -3.3% | +13.2% | +9.8% |
| 1Y | +21.1% | +11.1% | +10.0% | +16.8% |
| 3Y | +119.6% | +141.0% | -21.4% | +74.5% |
| 5Y | +46.2% | +278.8% | -232.6% | -7.9% |
| All | +46.2% | +263.8% | -217.6% | -7.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling