+1,033.9%
FLEX vs TKO
+985.8%
+48.1%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.8% | -3.4% | -3.9% |
| 7D | +0.1% | +0.1% | 0.0% | +0.1% |
| 30D | -11.8% | -2.6% | -9.1% | -11.3% |
| 3M | -22.6% | -7.8% | -14.8% | -21.2% |
| 6M | +77.3% | -7.0% | +84.3% | +79.4% |
| YTD | +78.8% | -8.5% | +87.3% | +81.2% |
| 1Y | +86.1% | -1.3% | +87.4% | +83.8% |
| 3Y | +446.2% | +105.0% | +341.3% | +326.1% |
| 5Y | +689.7% | +292.9% | +396.8% | +388.7% |
| All | +1,033.9% | +985.8% | +48.1% | +468.3% |
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