+533.3%
FAST vs TKO
+1,121.1%
-587.8%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.7% | -1.3% | -0.8% |
| 7D | +4.2% | +2.3% | +1.8% | +3.7% |
| 30D | +6.7% | +13.4% | -6.7% | +4.3% |
| 3M | +8.0% | -1.7% | +9.8% | +8.1% |
| 6M | +27.4% | +7.2% | +20.2% | +25.1% |
| YTD | +40.5% | -5.4% | +45.9% | +40.8% |
| 1Y | +38.4% | +8.7% | +29.7% | +35.2% |
| 3Y | +98.7% | +150.4% | -51.8% | +63.9% |
| 5Y | +106.7% | +276.6% | -169.9% | +52.8% |
| All | +533.3% | +1,121.1% | -587.8% | +245.9% |
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