+89.3%
FHN vs TKO
+1,439.7%
-1,350.5%
-87.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +5.0% | -6.1% | -2.2% |
| 7D | +2.7% | +7.2% | -4.5% | +1.0% |
| 30D | -3.1% | +4.7% | -7.8% | -4.3% |
| 3M | +2.3% | -3.2% | +5.6% | +2.7% |
| 6M | +9.7% | -2.9% | +12.6% | +9.8% |
| YTD | +4.7% | -5.8% | +10.5% | +5.3% |
| 1Y | +13.8% | -1.1% | +14.8% | +12.8% |
| 3Y | +131.6% | +111.1% | +20.5% | +89.7% |
| 5Y | +91.1% | +315.6% | -224.4% | +31.4% |
| 10Y | +126.6% | +978.5% | -851.8% | +16.8% |
| All | +89.3% | +1,439.7% | -1,350.5% | -27.4% |
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 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