+35.1%
RRC vs TKO
+102.0%
-66.8%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.8% | +1.1% | +0.5% |
| 7D | -1.2% | +0.1% | -1.3% | -1.2% |
| 30D | +3.0% | -2.6% | +5.6% | +3.3% |
| 3M | +7.3% | -7.8% | +15.1% | +8.4% |
| 6M | +3.6% | -7.0% | +10.6% | +4.3% |
| YTD | +19.4% | -8.5% | +27.9% | +20.3% |
| 1Y | +21.4% | -1.3% | +22.7% | +20.0% |
| All | +35.1% | +102.0% | -66.8% | +18.6% |
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