+989.1%
TKO vs RJF
+429.3%
+559.8%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.4% | +0.4% |
| 7D | +2.3% | -2.7% | +5.0% | +3.2% |
| 30D | -2.5% | -4.3% | +1.8% | -1.1% |
| 3M | -10.6% | +15.7% | -26.3% | -15.1% |
| 6M | -5.1% | +17.8% | -22.9% | -10.6% |
| YTD | -8.2% | +9.2% | -17.4% | -11.8% |
| 1Y | -4.4% | +2.8% | -7.2% | -6.3% |
| 3Y | +100.4% | +69.5% | +30.9% | +62.5% |
| 5Y | +294.3% | +105.9% | +188.4% | +191.9% |
| All | +989.1% | +429.3% | +559.8% | +409.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RJF.
Daily Out/Under-Performance
Portfolio return minus RJF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RJF 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 RJF 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