+2,127.1%
FDS vs TKO
+1,366.4%
+760.7%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.8% | -1.7% | -3.2% |
| 7D | -1.9% | +0.7% | -2.6% | -2.0% |
| 30D | +9.0% | +1.6% | +7.4% | +8.7% |
| 3M | +18.9% | -7.8% | +26.6% | +20.3% |
| 6M | +35.1% | -13.3% | +48.4% | +38.0% |
| YTD | +5.5% | -10.3% | +15.8% | +6.9% |
| 1Y | -16.8% | -0.6% | -16.2% | -17.4% |
| 3Y | -28.1% | +88.5% | -116.5% | -37.3% |
| 5Y | -17.4% | +284.7% | -302.1% | -37.6% |
| 10Y | +85.4% | +905.7% | -820.3% | +11.5% |
| All | +2,127.1% | +1,366.4% | +760.7% | +846.2% |
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