+94.7%
FAST vs TKO
+104.9%
-10.2%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +5.0% | -5.4% | -0.9% |
| 7D | +1.3% | +7.2% | -5.9% | +0.6% |
| 30D | -4.7% | +4.7% | -9.4% | -5.2% |
| 3M | +7.9% | -3.2% | +11.2% | +8.1% |
| 6M | +7.4% | -2.9% | +10.3% | +7.4% |
| YTD | +25.1% | -5.8% | +30.9% | +25.3% |
| 1Y | +4.7% | -1.1% | +5.8% | +4.4% |
| 3Y | +94.7% | +111.1% | -16.4% | +85.2% |
| All | +94.7% | +104.9% | -10.2% | +85.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling