+100.4%
TKO vs RVTY
+17.0%
+83.3%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.8% | -2.4% | -0.2% |
| 7D | +2.3% | -4.5% | +6.9% | +3.2% |
| 30D | -2.5% | +5.5% | -7.9% | -3.6% |
| 3M | -10.6% | +22.5% | -33.1% | -14.5% |
| 6M | -5.1% | +38.9% | -43.9% | -11.8% |
| YTD | -8.2% | +28.7% | -37.0% | -13.6% |
| 1Y | -4.4% | +45.5% | -49.9% | -12.5% |
| 3Y | +100.4% | +16.4% | +84.0% | +95.0% |
| All | +100.4% | +17.0% | +83.3% | +95.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY 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 RVTY 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