+67.7%
FERG vs TKO
+291.2%
-223.5%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.4% | +0.4% | +0.6% |
| 7D | -2.6% | +2.3% | -4.9% | -3.0% |
| 30D | -8.9% | -2.5% | -6.4% | -8.6% |
| 3M | -2.0% | -10.6% | +8.6% | -0.3% |
| 6M | -3.2% | -5.1% | +1.9% | -2.8% |
| YTD | +1.5% | -8.2% | +9.7% | +2.4% |
| 1Y | +0.5% | -4.4% | +4.9% | +0.5% |
| 3Y | +50.4% | +100.4% | -50.0% | +31.6% |
| All | +67.7% | +291.2% | -223.5% | +22.0% |
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