+576.1%
FLEX vs TKO
+1,479.1%
-903.0%
-96.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +0.1% | +3.6% | +3.7% |
| 7D | +2.2% | +3.1% | -0.9% | +1.5% |
| 30D | -32.6% | +15.0% | -47.7% | -35.4% |
| 3M | -35.5% | +2.9% | -38.4% | -36.3% |
| 6M | -45.6% | +9.0% | -54.6% | -47.6% |
| YTD | +30.7% | -3.4% | +34.1% | +30.1% |
| 1Y | +28.4% | +12.8% | +15.6% | +21.9% |
| 3Y | +301.7% | +158.0% | +143.7% | +194.2% |
| 5Y | +473.3% | +285.4% | +187.9% | +261.9% |
| 10Y | +651.7% | +1,160.4% | -508.6% | +210.5% |
| All | +576.1% | +1,479.1% | -903.0% | +56.7% |
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 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