-28.6%
FDS vs TKO
-1.0%
-27.7%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.4% | -1.6% | -1.3% |
| 7D | -14.0% | +2.3% | -16.3% | -14.2% |
| 30D | -6.2% | -2.5% | -3.7% | -5.9% |
| 3M | +10.2% | -10.6% | +20.8% | +11.0% |
| 6M | +27.4% | -5.1% | +32.5% | +28.2% |
| YTD | -9.3% | -8.2% | -1.0% | -8.2% |
| 1Y | -28.6% | -4.4% | -24.2% | -30.2% |
| All | -28.6% | -1.0% | -27.7% | -30.2% |
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 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