+18.4%
RRC vs TKO
-1.0%
+19.4%
-25.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.4% | -1.9% | -1.5% |
| 7D | -1.8% | +2.3% | -4.1% | -1.8% |
| 30D | +2.7% | -2.5% | +5.1% | +2.7% |
| 3M | +8.8% | -10.6% | +19.4% | +8.5% |
| 6M | -1.2% | -5.1% | +3.9% | -1.1% |
| YTD | +17.6% | -8.2% | +25.8% | +17.3% |
| 1Y | +18.4% | -4.4% | +22.9% | +16.5% |
| All | +18.4% | -1.0% | +19.4% | +16.5% |
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