+121.9%
RNG vs TKO
+102.7%
+19.2%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.4% | -0.5% | -0.2% |
| 7D | -6.1% | +2.3% | -8.4% | -6.6% |
| 30D | +9.6% | -2.5% | +12.1% | +10.1% |
| 3M | +83.3% | -10.6% | +93.9% | +87.0% |
| 6M | +77.9% | -5.1% | +83.0% | +79.1% |
| YTD | +139.9% | -8.2% | +148.1% | +142.9% |
| 1Y | +121.7% | -4.4% | +126.1% | +122.5% |
| 3Y | +121.9% | +100.4% | +21.5% | +90.9% |
| All | +121.9% | +102.7% | +19.2% | +90.9% |
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 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