+614.8%
FLEX vs TKO
+1,121.1%
-506.3%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.7% | -4.7% | -4.2% |
| 7D | +7.5% | +2.3% | +5.1% | +6.8% |
| 30D | -25.3% | +13.4% | -38.6% | -28.0% |
| 3M | -39.7% | -1.7% | -37.9% | -39.6% |
| 6M | -47.9% | +7.2% | -55.1% | -49.6% |
| YTD | +24.1% | -5.4% | +29.5% | +24.3% |
| 1Y | +26.0% | +8.7% | +17.3% | +20.7% |
| 3Y | +282.7% | +150.4% | +132.3% | +181.6% |
| 5Y | +424.2% | +276.6% | +147.6% | +226.6% |
| All | +614.8% | +1,121.1% | -506.3% | +236.2% |
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