-53.9%
RUN vs TKO
+5.6%
-59.5%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +3.4% | -2.1% | -0.5% |
| 7D | +18.5% | +11.3% | +7.2% | +12.1% |
| 30D | +15.5% | +9.3% | +6.2% | +10.4% |
| 3M | -20.3% | +5.3% | -25.6% | -22.3% |
| 6M | -30.8% | +4.9% | -35.6% | -33.8% |
| YTD | -52.2% | -6.3% | -45.9% | -50.7% |
| 1Y | -53.9% | +4.9% | -58.8% | -54.6% |
| All | -53.9% | +5.6% | -59.5% | -54.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling