+53.3%
FLNC vs TKO
+1.2%
+52.1%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.8% | +3.3% | +1.8% |
| 7D | -4.9% | +0.7% | -5.6% | -5.0% |
| 30D | -27.3% | +1.6% | -28.9% | -27.2% |
| 3M | -61.9% | -7.8% | -54.1% | -61.2% |
| 6M | -34.5% | -13.3% | -21.2% | -31.9% |
| YTD | -47.7% | -10.3% | -37.4% | -45.4% |
| 1Y | +53.3% | -0.6% | +54.0% | +54.6% |
| All | +53.3% | +1.2% | +52.1% | +54.6% |
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