+47.7%
FE vs TKO
+104.9%
-57.1%
-14.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +5.0% | -5.7% | -0.9% |
| 7D | +0.6% | +7.2% | -6.5% | +0.3% |
| 30D | -2.1% | +4.7% | -6.8% | -2.4% |
| 3M | +2.6% | -3.2% | +5.8% | +2.7% |
| 6M | -6.8% | -2.9% | -3.9% | -6.7% |
| YTD | +6.9% | -5.8% | +12.7% | +7.0% |
| 1Y | +11.6% | -1.1% | +12.6% | +11.4% |
| 3Y | +47.7% | +111.1% | -63.4% | +43.5% |
| All | +47.7% | +104.9% | -57.1% | +43.5% |
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