+292.9%
TKO vs RACE
+90.9%
+202.0%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.6% | -2.3% | -1.1% |
| 7D | +0.1% | -2.2% | +2.3% | +0.6% |
| 30D | -2.6% | -0.4% | -2.2% | -2.5% |
| 3M | -7.8% | +17.9% | -25.7% | -11.4% |
| 6M | -7.0% | +19.3% | -26.3% | -11.2% |
| YTD | -8.5% | +11.9% | -20.4% | -11.8% |
| 1Y | -1.3% | -12.7% | +11.4% | +0.4% |
| 3Y | +105.0% | +41.1% | +63.9% | +80.3% |
| 5Y | +292.9% | +94.1% | +198.9% | +214.8% |
| All | +292.9% | +90.9% | +202.0% | +214.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RACE.
Daily Out/Under-Performance
Portfolio return minus RACE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RACE 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 RACE 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