+2,786.4%
RL vs TKO
+1,446.8%
+1,339.6%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.7% | -1.8% | -1.3% |
| 7D | +2.6% | +2.3% | +0.3% | +2.1% |
| 30D | +2.9% | +13.4% | -10.4% | +0.4% |
| 3M | 0.0% | -1.7% | +1.7% | +0.2% |
| 6M | +17.1% | +7.2% | +9.9% | +14.9% |
| YTD | +10.1% | -5.4% | +15.5% | +10.6% |
| 1Y | +17.3% | +8.7% | +8.6% | +14.5% |
| 3Y | +249.3% | +150.4% | +98.9% | +185.7% |
| 5Y | +240.9% | +276.6% | -35.7% | +152.9% |
| 10Y | +337.3% | +1,134.6% | -797.3% | +147.4% |
| All | +2,786.4% | +1,446.8% | +1,339.6% | +1,024.2% |
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