+1,967.8%
RTX vs TKO
+1,439.7%
+528.1%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +5.0% | -6.0% | -1.8% |
| 7D | -3.1% | +7.2% | -10.3% | -4.3% |
| 30D | -10.6% | +4.7% | -15.3% | -11.4% |
| 3M | +11.6% | -3.2% | +14.9% | +11.9% |
| 6M | -4.5% | -2.9% | -1.6% | -4.5% |
| YTD | +9.6% | -5.8% | +15.4% | +9.8% |
| 1Y | +30.8% | -1.1% | +31.9% | +29.8% |
| 3Y | +152.8% | +111.1% | +41.7% | +116.8% |
| 5Y | +167.1% | +315.6% | -148.5% | +100.6% |
| 10Y | +275.2% | +978.5% | -703.3% | +129.0% |
| All | +1,967.8% | +1,439.7% | +528.1% | +784.5% |
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