+1,092.6%
RRX vs TKO
+1,406.3%
-313.7%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.2% | -0.3% | -2.0% |
| 7D | -0.7% | +0.7% | -1.4% | -0.9% |
| 30D | -8.0% | +0.9% | -8.8% | -8.3% |
| 3M | -25.1% | -6.2% | -18.9% | -24.4% |
| 6M | -18.3% | -5.6% | -12.6% | -17.8% |
| YTD | +14.2% | -7.8% | +22.0% | +15.4% |
| 1Y | +13.0% | -1.2% | +14.3% | +12.3% |
| 3Y | +4.2% | +106.5% | -102.3% | -13.5% |
| 5Y | +17.9% | +310.4% | -292.5% | -17.4% |
| 10Y | +220.4% | +987.5% | -767.1% | +69.9% |
| All | +1,092.6% | +1,406.3% | -313.7% | +308.6% |
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 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