+46.1%
FE vs TKO
+288.0%
-241.9%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.1% | 0.0% | +0.1% |
| 7D | -0.4% | +3.1% | -3.5% | -0.6% |
| 30D | +3.6% | +15.0% | -11.4% | +2.8% |
| 3M | +0.3% | +2.9% | -2.5% | +0.1% |
| 6M | +6.4% | +9.0% | -2.6% | +5.8% |
| YTD | +8.1% | -3.4% | +11.5% | +8.1% |
| 1Y | +4.6% | +12.8% | -8.2% | +3.6% |
| 3Y | +49.1% | +158.0% | -108.8% | +40.4% |
| 5Y | +46.1% | +285.4% | -239.3% | +38.6% |
| All | +46.1% | +288.0% | -241.9% | +38.6% |
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