-9.3%
FLUT vs TKO
+989.7%
-999.0%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.4% | +1.6% | +1.9% |
| 7D | +0.4% | +2.3% | -1.9% | +0.2% |
| 30D | +2.5% | -2.5% | +5.0% | +2.8% |
| 3M | -9.2% | -10.6% | +1.4% | -8.2% |
| 6M | -8.2% | -5.1% | -3.2% | -7.8% |
| YTD | -53.2% | -8.2% | -45.0% | -52.9% |
| 1Y | -65.6% | -4.4% | -61.1% | -65.5% |
| 3Y | -43.6% | +100.4% | -143.9% | -46.6% |
| 5Y | -50.3% | +294.3% | -344.6% | -54.6% |
| All | -9.3% | +989.7% | -999.0% | -17.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling