+373.8%
RY vs TKO
+989.7%
-615.8%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.4% | -0.4% | -0.1% |
| 7D | -2.2% | +2.3% | -4.5% | -2.6% |
| 30D | -3.6% | -2.5% | -1.1% | -3.3% |
| 3M | +3.9% | -10.6% | +14.5% | +5.5% |
| 6M | +26.4% | -5.1% | +31.5% | +26.9% |
| YTD | +22.3% | -8.2% | +30.5% | +23.2% |
| 1Y | +43.7% | -4.4% | +48.1% | +43.6% |
| 3Y | +154.0% | +100.4% | +53.6% | +123.2% |
| 5Y | +137.6% | +294.3% | -156.7% | +85.0% |
| All | +373.8% | +989.7% | -615.8% | +217.7% |
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