+548.5%
FE vs TKO
+1,436.2%
-887.8%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.7% | +2.7% | +0.2% |
| 7D | -0.3% | +2.6% | -2.9% | -0.6% |
| 30D | +3.9% | +11.6% | -7.8% | +2.7% |
| 3M | -0.1% | -0.1% | 0.0% | -0.2% |
| 6M | +6.1% | +6.7% | -0.6% | +5.1% |
| YTD | +8.1% | -6.0% | +14.1% | +8.2% |
| 1Y | +4.4% | +8.5% | -4.1% | +3.0% |
| 3Y | +49.0% | +150.9% | -101.9% | +33.7% |
| 5Y | +46.1% | +274.0% | -227.9% | +24.2% |
| 10Y | +122.6% | +1,126.1% | -1,003.6% | +62.5% |
| All | +548.5% | +1,436.2% | -887.8% | +282.8% |
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