+100.4%
TKO vs RJF
+69.0%
+31.4%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.4% | +0.4% |
| 7D | +2.3% | -2.7% | +5.0% | +3.1% |
| 30D | -2.5% | -4.3% | +1.8% | -1.4% |
| 3M | -10.6% | +15.7% | -26.3% | -14.4% |
| 6M | -5.1% | +17.8% | -22.9% | -9.7% |
| YTD | -8.2% | +9.2% | -17.4% | -11.4% |
| 1Y | -4.4% | +2.8% | -7.2% | -5.9% |
| 3Y | +100.4% | +69.5% | +30.9% | +63.5% |
| All | +100.4% | +69.0% | +31.4% | +63.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling