+1,644.0%
RRC vs TKO
+1,439.7%
+204.2%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +5.0% | -5.3% | -1.4% |
| 7D | -1.2% | +7.2% | -8.4% | -2.8% |
| 30D | +9.4% | +4.7% | +4.7% | +8.2% |
| 3M | +7.4% | -3.2% | +10.6% | +7.8% |
| 6M | +1.5% | -2.9% | +4.3% | +1.3% |
| YTD | +19.4% | -5.8% | +25.2% | +19.7% |
| 1Y | +24.2% | -1.1% | +25.3% | +22.8% |
| 3Y | +32.8% | +111.1% | -78.3% | +8.7% |
| 5Y | +152.9% | +315.6% | -162.7% | +76.0% |
| 10Y | +3.9% | +978.5% | -974.6% | -42.7% |
| All | +1,644.0% | +1,439.7% | +204.2% | +508.0% |
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