-68.4%
FLNC vs TKO
+5.6%
-74.1%
-83.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.2% | +3.4% | +6.8% | +9.1% |
| 7D | -2.1% | +11.3% | -13.4% | -5.2% |
| 30D | -20.8% | +9.3% | -30.1% | -22.9% |
| 3M | -61.3% | +5.3% | -66.6% | -61.7% |
| 6M | -50.9% | +4.9% | -55.7% | -51.2% |
| YTD | -69.4% | -6.3% | -63.1% | -68.0% |
| 1Y | -68.4% | +4.9% | -73.3% | -72.2% |
| All | -68.4% | +5.6% | -74.1% | -72.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling