-80.8%
FIG vs TKO
+14.4%
-95.2%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.8% | +1.3% | +0.7% |
| 7D | -12.2% | +0.1% | -12.3% | -12.2% |
| 30D | -11.0% | -2.6% | -8.4% | -10.4% |
| 3M | +11.9% | -7.8% | +19.6% | +14.1% |
| 6M | -21.9% | -7.0% | -14.9% | -21.4% |
| YTD | -40.8% | -8.5% | -32.2% | -39.9% |
| 1Y | -56.6% | -1.3% | -55.3% | -56.6% |
| All | -80.8% | +14.4% | -95.2% | -80.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling