+163.1%
RTX vs TKO
+291.2%
-128.1%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.4% | -0.6% | -0.3% |
| 7D | -1.5% | +2.3% | -3.9% | -1.9% |
| 30D | -11.0% | -2.5% | -8.5% | -10.7% |
| 3M | +7.7% | -10.6% | +18.3% | +9.1% |
| 6M | -3.9% | -5.1% | +1.1% | -3.6% |
| YTD | +9.0% | -8.2% | +17.2% | +9.6% |
| 1Y | +27.3% | -4.4% | +31.7% | +27.1% |
| 3Y | +172.9% | +100.4% | +72.5% | +140.2% |
| All | +163.1% | +291.2% | -128.1% | +83.7% |
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