+39.3%
RY vs TKO
+12.7%
+26.5%
-12.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.1% | +0.4% | +0.5% |
| 7D | -3.0% | +3.1% | -6.1% | -3.3% |
| 30D | +6.3% | +15.0% | -8.8% | +4.7% |
| 3M | -2.6% | +2.9% | -5.5% | -3.0% |
| 6M | +13.9% | +9.0% | +4.9% | +12.0% |
| YTD | +21.7% | -3.4% | +25.1% | +21.6% |
| All | +39.3% | +12.7% | +26.5% | +35.1% |
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