+229.1%
RF vs TKO
+1,480.3%
-1,251.2%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +4.5% | -2.3% | +1.0% |
| 7D | -0.1% | +7.8% | -8.0% | -2.2% |
| 30D | +7.0% | +12.2% | -5.1% | +3.7% |
| 3M | -7.0% | +7.5% | -14.5% | -9.1% |
| 6M | +6.8% | +7.7% | -1.0% | +3.8% |
| YTD | +9.9% | -3.3% | +13.2% | +9.6% |
| 1Y | +21.1% | +11.1% | +10.0% | +16.1% |
| 3Y | +119.6% | +141.0% | -21.4% | +67.1% |
| 5Y | +46.2% | +278.8% | -232.6% | -4.4% |
| 10Y | +261.5% | +1,186.2% | -924.7% | +54.9% |
| All | +229.1% | +1,480.3% | -1,251.2% | -1.6% |
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