+422.0%
FLR vs TKO
+3,231.2%
-2,809.3%
-95.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.8% | -1.6% | -2.1% |
| 7D | -6.9% | +0.1% | -7.0% | -6.9% |
| 30D | +1.1% | -2.6% | +3.7% | +1.7% |
| 3M | +14.3% | -7.8% | +22.1% | +16.3% |
| 6M | +19.1% | -7.0% | +26.1% | +20.5% |
| YTD | +35.1% | -8.5% | +43.7% | +36.9% |
| 1Y | +29.5% | -1.3% | +30.8% | +28.1% |
| 3Y | +53.0% | +105.0% | -52.0% | +20.4% |
| 5Y | +238.9% | +292.9% | -54.0% | +115.4% |
| 10Y | +17.4% | +979.3% | -961.9% | -46.1% |
| All | +422.0% | +3,231.2% | -2,809.3% | +31.4% |
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