-24.2%
FDS vs TKO
+276.1%
-300.3%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.7% | -0.4% | +0.2% |
| 7D | +1.5% | +2.3% | -0.9% | +1.1% |
| 30D | +14.8% | +13.4% | +1.5% | +13.0% |
| 3M | +16.3% | -1.7% | +18.0% | +16.4% |
| 6M | +66.2% | +7.2% | +59.0% | +64.8% |
| YTD | +16.2% | -5.4% | +21.6% | +16.5% |
| 1Y | +21.8% | +8.7% | +13.1% | +20.1% |
| 3Y | -23.9% | +150.4% | -174.3% | -32.7% |
| All | -24.2% | +276.1% | -300.3% | -40.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling