-80.3%
FIG vs TKO
+17.8%
-98.1%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | +5.0% | -10.7% | -6.7% |
| 7D | -16.4% | +7.2% | -23.5% | -17.7% |
| 30D | -2.3% | +4.7% | -7.0% | -3.4% |
| 3M | +7.8% | -3.2% | +11.0% | +8.7% |
| 6M | -21.8% | -2.9% | -19.0% | -21.9% |
| YTD | -39.1% | -5.8% | -33.3% | -38.7% |
| 1Y | -56.6% | -1.1% | -55.6% | -57.1% |
| All | -80.3% | +17.8% | -98.1% | -80.3% |
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 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