+240.6%
RL vs TKO
+276.1%
-35.6%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.7% | -1.8% | -1.3% |
| 7D | +2.6% | +2.3% | +0.3% | +2.0% |
| 30D | +2.9% | +13.4% | -10.4% | -0.4% |
| 3M | 0.0% | -1.7% | +1.7% | +0.3% |
| 6M | +17.1% | +7.2% | +9.9% | +14.0% |
| YTD | +10.1% | -5.4% | +15.5% | +10.7% |
| 1Y | +17.3% | +8.7% | +8.6% | +13.4% |
| 3Y | +249.3% | +150.4% | +98.9% | +172.5% |
| All | +240.6% | +276.1% | -35.6% | +107.0% |
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