+53.9%
FLR vs TKO
+102.7%
-48.8%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.4% | +0.9% | +1.1% |
| 7D | -3.5% | +2.3% | -5.8% | -4.1% |
| 30D | +4.2% | -2.5% | +6.6% | +4.7% |
| 3M | +8.1% | -10.6% | +18.7% | +11.0% |
| 6M | +21.5% | -5.1% | +26.6% | +22.3% |
| YTD | +36.8% | -8.2% | +45.0% | +38.6% |
| 1Y | +31.2% | -4.4% | +35.6% | +30.9% |
| 3Y | +53.9% | +100.4% | -46.5% | +30.6% |
| All | +53.9% | +102.7% | -48.8% | +30.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling