-15.7%
RMD vs TKO
+1.2%
-16.9%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.8% | +1.4% | 0.0% |
| 7D | -5.0% | +0.7% | -5.7% | -5.1% |
| 30D | +2.2% | +1.6% | +0.6% | +2.0% |
| 3M | +17.8% | -7.8% | +25.6% | +19.0% |
| 6M | -11.3% | -13.3% | +2.0% | -9.7% |
| YTD | -4.4% | -10.3% | +5.9% | -3.2% |
| 1Y | -15.7% | -0.6% | -15.1% | -16.0% |
| All | -15.7% | +1.2% | -16.9% | -16.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling