+2,516.7%
RL vs TKO
+1,366.3%
+1,150.3%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.8% | +3.8% | +2.4% |
| 7D | -0.8% | +0.7% | -1.5% | -1.0% |
| 30D | -7.8% | +1.6% | -9.4% | -8.2% |
| 3M | -4.0% | -7.8% | +3.8% | -2.7% |
| 6M | -1.9% | -13.3% | +11.4% | +0.6% |
| YTD | -0.2% | -10.3% | +10.1% | +1.5% |
| 1Y | +10.7% | -0.6% | +11.3% | +9.9% |
| 3Y | +210.8% | +88.5% | +122.3% | +168.1% |
| 5Y | +238.2% | +284.7% | -46.5% | +149.9% |
| 10Y | +313.4% | +905.7% | -592.4% | +143.0% |
| All | +2,516.7% | +1,366.3% | +1,150.3% | +931.0% |
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 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