+49.9%
FE vs TKO
+159.5%
-109.7%
-15.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.1% | 0.0% | +0.1% |
| 7D | -0.4% | +3.1% | -3.5% | -0.5% |
| 30D | +3.6% | +15.0% | -11.4% | +3.0% |
| 3M | +0.3% | +2.9% | -2.5% | +0.1% |
| 6M | +6.4% | +9.0% | -2.6% | +5.9% |
| YTD | +8.1% | -3.4% | +11.5% | +8.0% |
| 1Y | +4.6% | +12.8% | -8.2% | +3.7% |
| All | +49.9% | +159.5% | -109.7% | +48.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling