-7.0%
TKO vs RVTY
+31.7%
-38.7%
-16.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.3% | +1.6% | -0.2% |
| 7D | +0.1% | -7.4% | +7.5% | +1.8% |
| 30D | -2.6% | +4.5% | -7.1% | -3.9% |
| 3M | -7.8% | +19.5% | -27.2% | -12.4% |
| 6M | -7.0% | +34.1% | -41.1% | -15.3% |
| All | -7.0% | +31.7% | -38.7% | -15.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling