+40.3%
RUN vs TKO
+989.7%
-949.3%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.4% | -1.2% | -0.9% |
| 7D | -3.7% | +2.3% | -6.0% | -4.5% |
| 30D | -13.0% | -2.5% | -10.5% | -12.0% |
| 3M | -31.8% | -10.6% | -21.2% | -29.1% |
| 6M | -32.2% | -5.1% | -27.2% | -31.2% |
| YTD | -53.5% | -8.2% | -45.3% | -52.3% |
| 1Y | -46.5% | -4.4% | -42.1% | -46.1% |
| 3Y | -37.6% | +100.4% | -138.0% | -53.4% |
| 5Y | -80.9% | +294.3% | -375.1% | -89.1% |
| All | +40.3% | +989.7% | -949.3% | -49.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling