+5,555.4%
RSG vs TKO
+1,395.0%
+4,160.4%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.8% | +0.1% | -0.5% |
| 7D | -1.8% | +0.1% | -1.9% | -1.8% |
| 30D | +2.8% | -2.6% | +5.4% | +3.1% |
| 3M | +4.3% | -7.8% | +12.1% | +5.2% |
| 6M | -0.5% | -7.0% | +6.5% | +0.1% |
| YTD | +5.2% | -8.5% | +13.8% | +5.9% |
| 1Y | -2.1% | -1.3% | -0.8% | -2.6% |
| 3Y | +56.5% | +105.0% | -48.5% | +39.6% |
| 5Y | +89.5% | +292.9% | -203.4% | +53.2% |
| 10Y | +424.8% | +979.3% | -554.6% | +254.4% |
| All | +5,555.4% | +1,395.0% | +4,160.4% | +3,175.2% |
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