+62.3%
FDS vs TKO
+989.7%
-927.4%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.4% | -1.6% | -1.3% |
| 7D | -14.0% | +2.3% | -16.3% | -14.3% |
| 30D | -6.2% | -2.5% | -3.7% | -5.9% |
| 3M | +10.2% | -10.6% | +20.8% | +12.0% |
| 6M | +27.4% | -5.1% | +32.5% | +28.1% |
| YTD | -9.3% | -8.2% | -1.0% | -8.5% |
| 1Y | -28.6% | -4.4% | -24.2% | -28.6% |
| 3Y | -36.8% | +100.4% | -137.2% | -45.3% |
| 5Y | -28.6% | +294.3% | -322.9% | -46.7% |
| All | +62.3% | +989.7% | -927.4% | -3.4% |
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