+246.0%
RF vs TKO
+1,366.4%
-1,120.3%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.8% | +1.7% | +0.4% |
| 7D | +1.3% | +0.7% | +0.6% | +1.1% |
| 30D | -3.6% | +1.6% | -5.2% | -4.2% |
| 3M | +8.1% | -7.8% | +15.9% | +10.0% |
| 6M | +11.5% | -13.3% | +24.8% | +15.0% |
| YTD | +15.6% | -10.3% | +25.9% | +17.8% |
| 1Y | +15.7% | -0.6% | +16.3% | +14.4% |
| 3Y | +86.9% | +88.5% | -1.6% | +51.5% |
| 5Y | +89.8% | +284.7% | -194.9% | +23.8% |
| 10Y | +344.7% | +905.7% | -561.0% | +103.9% |
| All | +246.0% | +1,366.4% | -1,120.3% | +5.8% |
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 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