+2,067.0%
FLUT vs TKO
+5,464.2%
-3,397.3%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +5.0% | -4.4% | +0.3% |
| 7D | +3.8% | +7.2% | -3.3% | +3.5% |
| 30D | +6.3% | +4.7% | +1.6% | +6.1% |
| 3M | -4.0% | -3.2% | -0.8% | -3.9% |
| 6M | -10.3% | -2.9% | -7.4% | -10.2% |
| YTD | -53.2% | -5.8% | -47.4% | -53.1% |
| 1Y | -65.0% | -1.1% | -64.0% | -65.0% |
| 3Y | -43.9% | +111.1% | -155.0% | -45.4% |
| 5Y | -49.2% | +315.6% | -364.8% | -51.4% |
| 10Y | -9.2% | +978.5% | -987.6% | -13.9% |
| All | +2,067.0% | +5,464.2% | -3,397.3% | +1,925.1% |
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