+603.6%
RVMD vs TKO
+390.5%
+213.1%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.8% | -1.3% | -1.9% |
| 7D | -3.6% | +0.1% | -3.7% | -3.7% |
| 30D | -1.1% | -2.6% | +1.5% | -0.6% |
| 3M | +41.0% | -7.8% | +48.8% | +43.4% |
| 6M | +105.7% | -7.0% | +112.7% | +108.1% |
| YTD | +155.3% | -8.5% | +163.8% | +158.5% |
| 1Y | +402.7% | -1.3% | +404.0% | +397.5% |
| 3Y | +533.1% | +105.0% | +428.1% | +395.1% |
| 5Y | +583.5% | +292.9% | +290.6% | +299.3% |
| All | +603.6% | +390.5% | +213.1% | +250.2% |
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 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