+35.4%
FLR vs TKO
+1.2%
+34.2%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.8% | -0.5% | -2.1% |
| 7D | +5.4% | +0.7% | +4.7% | +5.3% |
| 30D | +11.4% | +1.6% | +9.8% | +11.0% |
| 3M | +11.4% | -7.8% | +19.2% | +12.8% |
| 6M | +16.6% | -13.3% | +29.9% | +18.8% |
| YTD | +41.7% | -10.3% | +52.0% | +44.4% |
| 1Y | +35.4% | -0.6% | +36.0% | +33.0% |
| All | +35.4% | +1.2% | +34.2% | +33.0% |
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