-18.3%
RUN vs TKO
+913.9%
-932.2%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -2.2% | -2.4% | -3.7% |
| 7D | -1.8% | +0.7% | -2.5% | -2.0% |
| 30D | -10.8% | +0.9% | -11.7% | -11.0% |
| 3M | -30.2% | -6.2% | -24.0% | -28.6% |
| 6M | -22.3% | -5.6% | -16.7% | -21.0% |
| YTD | -52.2% | -7.8% | -44.3% | -51.0% |
| 1Y | -45.1% | -1.2% | -43.9% | -45.4% |
| 3Y | -37.1% | +106.5% | -143.6% | -54.1% |
| 5Y | -80.3% | +310.4% | -390.6% | -89.2% |
| 10Y | +45.2% | +987.5% | -942.3% | -54.8% |
| All | -18.3% | +913.9% | -932.2% | -71.9% |
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