+8,109.9%
FAST vs TKO
+1,476.9%
+6,633.0%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.2% | +0.7% | +0.5% |
| 7D | +4.8% | +6.4% | -1.6% | +3.6% |
| 30D | +8.6% | +11.9% | -3.3% | +6.2% |
| 3M | +5.7% | +5.6% | +0.1% | +4.3% |
| 6M | +25.5% | +7.5% | +18.0% | +23.0% |
| YTD | +39.6% | -3.5% | +43.1% | +39.4% |
| 1Y | +35.5% | +13.0% | +22.5% | +31.1% |
| 3Y | +96.2% | +157.6% | -61.4% | +58.8% |
| 5Y | +110.2% | +288.2% | -178.0% | +53.2% |
| 10Y | +531.8% | +1,196.6% | -664.7% | +238.9% |
| All | +8,109.9% | +1,476.9% | +6,633.0% | +2,715.7% |
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