+1,440.5%
FANG vs TKO
+2,868.2%
-1,427.7%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.4% | -0.6% | -0.3% |
| 7D | +2.9% | +2.3% | +0.6% | +2.3% |
| 30D | +2.6% | -2.5% | +5.1% | +3.0% |
| 3M | +7.6% | -10.6% | +18.2% | +9.7% |
| 6M | +17.3% | -5.1% | +22.4% | +17.6% |
| YTD | +38.7% | -8.2% | +46.9% | +39.6% |
| 1Y | +51.6% | -4.4% | +56.1% | +50.9% |
| 3Y | +50.0% | +100.4% | -50.4% | +23.8% |
| 5Y | +237.6% | +294.3% | -56.7% | +134.1% |
| 10Y | +180.7% | +983.2% | -802.5% | +67.7% |
| All | +1,440.5% | +2,868.2% | -1,427.7% | +628.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TKO.
Daily Out/Under-Performance
Portfolio return minus TKO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TKO 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 all: compounded portfolio wealth divided by compounded TKO 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…
all analysis · Full analysis span regression · 6 months rolling