+141.8%
RY vs TKO
+312.5%
-170.7%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +5.0% | -5.8% | -1.5% |
| 7D | +2.7% | +7.2% | -4.4% | +1.6% |
| 30D | -1.0% | +4.7% | -5.7% | -1.8% |
| 3M | +7.6% | -3.2% | +10.9% | +7.9% |
| 6M | +29.5% | -2.9% | +32.3% | +29.5% |
| YTD | +24.2% | -5.8% | +30.0% | +24.5% |
| 1Y | +46.4% | -1.1% | +47.4% | +45.4% |
| 3Y | +159.4% | +111.1% | +48.3% | +125.8% |
| 5Y | +141.8% | +315.6% | -173.7% | +79.2% |
| All | +141.8% | +312.5% | -170.7% | +79.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling