+226.3%
RL vs TKO
+306.8%
-80.5%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.2% | -1.2% | -2.8% |
| 7D | -0.3% | +0.7% | -0.9% | -0.5% |
| 30D | -17.5% | +0.9% | -18.4% | -17.9% |
| 3M | -14.0% | -6.2% | -7.8% | -12.9% |
| 6M | -2.0% | -5.6% | +3.7% | -1.1% |
| YTD | -4.6% | -7.8% | +3.3% | -3.4% |
| 1Y | +9.5% | -1.2% | +10.7% | +8.6% |
| 3Y | +200.5% | +106.5% | +94.0% | +146.6% |
| 5Y | +226.3% | +310.4% | -84.1% | +99.8% |
| All | +226.3% | +306.8% | -80.5% | +99.8% |
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 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