+890.0%
FN vs TKO
+962.1%
-72.0%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +5.0% | -2.8% | +1.0% |
| 7D | +3.5% | +7.2% | -3.6% | +1.7% |
| 30D | -26.0% | +4.7% | -30.7% | -27.0% |
| 3M | -33.3% | -3.2% | -30.0% | -33.2% |
| 6M | -14.9% | -2.9% | -12.1% | -15.2% |
| YTD | -8.6% | -5.8% | -2.8% | -8.5% |
| 1Y | +12.3% | -1.1% | +13.4% | +10.8% |
| 3Y | +174.4% | +111.1% | +63.3% | +120.7% |
| 5Y | +296.4% | +315.6% | -19.2% | +160.8% |
| 10Y | +890.0% | +978.5% | -88.4% | +293.4% |
| All | +890.0% | +962.1% | -72.0% | +293.4% |
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