-71.6%
FLNC vs TKO
+241.5%
-313.1%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.4% | +2.1% | +2.3% |
| 7D | -4.1% | +2.3% | -6.4% | -4.7% |
| 30D | -24.8% | -2.5% | -22.3% | -24.0% |
| 3M | -59.1% | -10.6% | -48.5% | -57.5% |
| 6M | -42.0% | -5.1% | -36.9% | -41.2% |
| YTD | -49.8% | -8.2% | -41.6% | -48.9% |
| 1Y | +43.1% | -4.4% | +47.5% | +42.6% |
| 3Y | -61.0% | +100.4% | -161.3% | -73.6% |
| All | -71.6% | +241.5% | -313.1% | -87.9% |
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