+464.3%
FLEX vs TKO
+103.5%
+360.8%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.2% | +0.7% | -0.8% |
| 7D | +6.4% | +0.7% | +5.7% | +6.1% |
| 30D | -5.9% | +0.9% | -6.7% | -6.4% |
| 3M | -23.5% | -6.2% | -17.3% | -22.5% |
| 6M | +83.7% | -5.6% | +89.3% | +84.9% |
| YTD | +86.5% | -7.8% | +94.3% | +88.7% |
| 1Y | +100.5% | -1.2% | +101.7% | +97.3% |
| All | +464.3% | +103.5% | +360.8% | +351.1% |
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