+47.6%
FE vs TKO
+306.8%
-259.2%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.2% | +1.7% | -0.4% |
| 7D | -0.2% | +0.7% | -0.9% | -0.2% |
| 30D | -1.2% | +0.9% | -2.1% | -1.2% |
| 3M | +1.7% | -6.2% | +7.8% | +1.9% |
| 6M | -7.5% | -5.6% | -1.9% | -7.3% |
| YTD | +6.3% | -7.8% | +14.2% | +6.6% |
| 1Y | +10.9% | -1.2% | +12.1% | +10.6% |
| 3Y | +46.9% | +106.5% | -59.6% | +40.5% |
| 5Y | +47.6% | +310.4% | -262.7% | +36.4% |
| All | +47.6% | +306.8% | -259.2% | +36.4% |
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