-20.9%
RMD vs TKO
+291.2%
-312.1%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.4% | -0.9% | -0.7% |
| 7D | -4.4% | +2.3% | -6.7% | -4.9% |
| 30D | -3.1% | -2.5% | -0.7% | -2.8% |
| 3M | +13.8% | -10.6% | +24.4% | +15.9% |
| 6M | -8.6% | -5.1% | -3.5% | -8.1% |
| YTD | -8.6% | -8.2% | -0.4% | -7.8% |
| 1Y | -19.7% | -4.4% | -15.2% | -19.6% |
| 3Y | +48.4% | +100.4% | -52.0% | +27.5% |
| All | -20.9% | +291.2% | -312.1% | -47.2% |
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 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