-95.9%
FCUV vs TKO
+1,814.7%
-1,910.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.8% | +1.2% | +0.5% |
| 7D | -72.0% | +0.1% | -72.1% | -72.0% |
| 30D | -8.0% | -2.6% | -5.4% | -8.0% |
| 3M | +66.3% | -7.8% | +74.0% | +67.1% |
| 6M | -75.3% | -7.0% | -68.3% | -75.2% |
| YTD | -83.0% | -8.5% | -74.4% | -82.9% |
| 1Y | -94.7% | -1.3% | -93.3% | -94.6% |
| 3Y | -99.3% | +105.0% | -204.2% | -99.3% |
| 5Y | -99.9% | +292.9% | -392.8% | -99.9% |
| 10Y | -98.6% | +979.3% | -1,078.0% | -98.7% |
| All | -95.9% | +1,814.7% | -1,910.6% | -96.2% |
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 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