+37.8%
FDS vs TKO
-5.9%
+43.6%
-22.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.8% | -1.7% | -3.1% |
| 7D | -1.9% | +0.7% | -2.6% | -2.1% |
| 30D | +9.0% | +1.6% | +7.4% | +8.6% |
| 3M | +18.9% | -7.8% | +26.6% | +20.9% |
| All | +37.8% | -5.9% | +43.6% | +42.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling