+340.7%
RVMD vs TKO
-1.0%
+341.6%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.4% | -0.1% | +0.2% |
| 7D | -3.0% | +2.3% | -5.3% | -3.2% |
| 30D | -0.7% | -2.5% | +1.7% | -0.5% |
| 3M | +36.5% | -10.6% | +47.1% | +39.0% |
| 6M | +104.6% | -5.1% | +109.7% | +106.3% |
| YTD | +155.8% | -8.2% | +164.1% | +160.6% |
| 1Y | +340.7% | -4.4% | +345.1% | +344.1% |
| All | +340.7% | -1.0% | +341.6% | +344.1% |
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