+48.4%
RSP vs TKO
+276.1%
-227.7%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.7% | -0.5% | +0.1% |
| 7D | +2.4% | +2.3% | +0.1% | +2.0% |
| 30D | +4.3% | +13.4% | -9.1% | +2.0% |
| 3M | -0.3% | -1.7% | +1.4% | -0.2% |
| 6M | +9.8% | +7.2% | +2.6% | +7.9% |
| YTD | +16.8% | -5.4% | +22.2% | +17.1% |
| 1Y | +19.5% | +8.7% | +10.8% | +16.6% |
| 3Y | +65.1% | +150.4% | -85.3% | +37.7% |
| All | +48.4% | +276.1% | -227.7% | +6.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling