+1,127.7%
RSP vs TKO
+4,847.3%
-3,719.6%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.8% | +1.3% | -0.1% |
| 7D | -0.8% | +0.7% | -1.5% | -0.9% |
| 30D | -0.3% | +1.6% | -1.9% | -0.8% |
| 3M | +4.3% | -7.8% | +12.1% | +5.8% |
| 6M | +8.8% | -13.3% | +22.1% | +11.6% |
| YTD | +15.3% | -10.3% | +25.6% | +17.0% |
| 1Y | +18.3% | -0.6% | +18.9% | +17.2% |
| 3Y | +52.8% | +88.5% | -35.7% | +28.7% |
| 5Y | +51.7% | +284.7% | -233.0% | +6.7% |
| 10Y | +208.5% | +905.7% | -697.3% | +60.8% |
| All | +1,127.7% | +4,847.3% | -3,719.6% | +238.5% |
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