+524.1%
FAST vs TKO
+958.6%
-434.5%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.2% | +1.0% | -0.8% |
| 7D | +1.8% | +0.7% | +1.1% | +1.6% |
| 30D | -6.4% | +0.9% | -7.3% | -6.7% |
| 3M | +5.3% | -6.2% | +11.5% | +6.2% |
| 6M | +5.4% | -5.6% | +11.0% | +5.9% |
| YTD | +23.6% | -7.8% | +31.4% | +24.6% |
| 1Y | +4.1% | -1.2% | +5.3% | +3.4% |
| 3Y | +92.4% | +106.5% | -14.1% | +63.6% |
| 5Y | +106.1% | +310.4% | -204.3% | +48.9% |
| 10Y | +524.1% | +987.5% | -463.4% | +234.8% |
| All | +524.1% | +958.6% | -434.5% | +234.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling