+225.8%
RF vs TKO
+1,479.1%
-1,253.3%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.1% | -0.3% | -0.2% |
| 7D | -1.3% | +3.1% | -4.5% | -2.2% |
| 30D | +4.6% | +15.0% | -10.4% | +0.7% |
| 3M | -8.4% | +2.9% | -11.3% | -9.4% |
| 6M | +8.9% | +9.0% | -0.1% | +5.5% |
| YTD | +8.8% | -3.4% | +12.2% | +8.5% |
| 1Y | +18.9% | +12.8% | +6.1% | +13.6% |
| 3Y | +116.0% | +158.0% | -42.0% | +61.4% |
| 5Y | +46.0% | +285.4% | -239.3% | -4.9% |
| 10Y | +231.7% | +1,160.4% | -928.7% | +42.9% |
| All | +225.8% | +1,479.1% | -1,253.3% | -2.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling