+185.3%
RNG vs TKO
+5.6%
+179.7%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.4% | -3.6% | -1.1% |
| 7D | -9.6% | +11.3% | -20.8% | -12.1% |
| 30D | -1.4% | +9.3% | -10.7% | -3.8% |
| 3M | +28.8% | +5.3% | +23.5% | +26.6% |
| 6M | +65.6% | +4.9% | +60.7% | +63.7% |
| YTD | +171.4% | -6.3% | +177.7% | +177.7% |
| 1Y | +185.3% | +4.9% | +180.4% | +185.7% |
| All | +185.3% | +5.6% | +179.7% | +185.7% |
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