+4.1%
FAST vs TKO
-2.2%
+6.3%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.2% | +1.0% | -0.9% |
| 7D | +1.8% | +0.7% | +1.1% | +1.7% |
| 30D | -6.4% | +0.9% | -7.3% | -6.7% |
| 3M | +5.3% | -6.2% | +11.5% | +6.1% |
| 6M | +5.4% | -5.6% | +11.0% | +5.7% |
| YTD | +23.6% | -7.8% | +31.4% | +24.4% |
| 1Y | +4.1% | -1.2% | +5.3% | +3.5% |
| All | +4.1% | -2.2% | +6.3% | +3.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling