+125.5%
FHN vs TKO
+989.7%
-864.2%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.4% | -0.8% | -0.6% |
| 7D | -1.2% | +2.3% | -3.5% | -1.8% |
| 30D | -4.8% | -2.5% | -2.3% | -4.4% |
| 3M | -0.7% | -10.6% | +9.9% | +1.5% |
| 6M | +10.6% | -5.1% | +15.7% | +11.2% |
| YTD | +4.6% | -8.2% | +12.8% | +5.8% |
| 1Y | +11.4% | -4.4% | +15.8% | +11.3% |
| 3Y | +132.3% | +100.4% | +31.9% | +92.0% |
| 5Y | +90.2% | +294.3% | -204.1% | +29.5% |
| All | +125.5% | +989.7% | -864.2% | +5.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling