+281.4%
RNG vs TKO
+2,253.1%
-1,971.7%
-95.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.8% | -0.1% | -0.7% |
| 7D | -9.6% | +0.1% | -9.7% | -9.7% |
| 30D | +8.8% | -2.6% | +11.4% | +9.4% |
| 3M | +78.6% | -7.8% | +86.4% | +81.9% |
| 6M | +70.3% | -7.0% | +77.3% | +72.6% |
| YTD | +140.3% | -8.5% | +148.9% | +144.3% |
| 1Y | +126.6% | -1.3% | +127.9% | +125.1% |
| 3Y | +120.2% | +105.0% | +15.3% | +75.5% |
| 5Y | -68.3% | +292.9% | -361.2% | -79.2% |
| 10Y | +220.6% | +979.3% | -758.7% | +59.6% |
| All | +281.4% | +2,253.1% | -1,971.7% | +102.7% |
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 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