+53.7%
RMBS vs TKO
+102.7%
-49.0%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.4% | +1.5% | +1.8% |
| 7D | +1.8% | +2.3% | -0.5% | +1.2% |
| 30D | -13.9% | -2.5% | -11.4% | -13.5% |
| 3M | -39.8% | -10.6% | -29.2% | -38.4% |
| 6M | -6.0% | -5.1% | -1.0% | -6.0% |
| YTD | -5.4% | -8.2% | +2.9% | -4.5% |
| 1Y | -1.8% | -4.4% | +2.6% | -2.6% |
| 3Y | +53.7% | +100.4% | -46.7% | +31.3% |
| All | +53.7% | +102.7% | -49.0% | +31.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling