+7,920.2%
RMD vs TKO
+1,439.7%
+6,480.5%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +5.0% | -8.2% | -3.8% |
| 7D | -4.5% | +7.2% | -11.6% | -5.3% |
| 30D | +4.6% | +4.7% | -0.1% | +3.9% |
| 3M | +14.8% | -3.2% | +18.0% | +15.1% |
| 6M | -12.1% | -2.9% | -9.2% | -12.0% |
| YTD | -7.5% | -5.8% | -1.7% | -7.1% |
| 1Y | -20.1% | -1.1% | -19.0% | -20.4% |
| 3Y | +53.9% | +111.1% | -57.2% | +37.8% |
| 5Y | -22.2% | +315.6% | -337.8% | -36.4% |
| 10Y | +268.2% | +978.5% | -710.2% | +162.7% |
| All | +7,920.2% | +1,439.7% | +6,480.5% | +4,600.9% |
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