+837.5%
FLEX vs TKO
+1,366.4%
-528.8%
-96.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.8% | +3.3% | +2.0% |
| 7D | -0.9% | +0.7% | -1.6% | -1.2% |
| 30D | -10.1% | +1.6% | -11.8% | -10.8% |
| 3M | -31.3% | -7.8% | -23.6% | -30.2% |
| 6M | +71.3% | -13.3% | +84.6% | +77.0% |
| YTD | +81.2% | -10.3% | +91.5% | +84.7% |
| 1Y | +98.5% | -0.6% | +99.1% | +95.7% |
| 3Y | +428.2% | +88.5% | +339.8% | +322.7% |
| 5Y | +657.3% | +284.7% | +372.5% | +378.3% |
| 10Y | +995.9% | +905.7% | +90.2% | +383.3% |
| All | +837.5% | +1,366.4% | -528.8% | +122.5% |
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