-46.5%
RUN vs TKO
-1.0%
-45.6%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.4% | -1.2% | -1.0% |
| 7D | -3.7% | +2.3% | -6.0% | -4.6% |
| 30D | -13.0% | -2.5% | -10.5% | -12.0% |
| 3M | -31.8% | -10.6% | -21.2% | -28.8% |
| 6M | -32.2% | -5.1% | -27.2% | -31.5% |
| YTD | -53.5% | -8.2% | -45.3% | -51.8% |
| 1Y | -46.5% | -4.4% | -42.1% | -45.2% |
| All | -46.5% | -1.0% | -45.6% | -45.2% |
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 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