+693.0%
FN vs TKO
+1,121.1%
-428.1%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | +0.7% | -8.0% | -7.5% |
| 7D | +0.3% | +2.3% | -2.1% | -0.2% |
| 30D | -16.5% | +13.4% | -29.9% | -19.0% |
| 3M | -42.1% | -1.7% | -40.4% | -42.0% |
| 6M | -52.9% | +7.2% | -60.1% | -54.3% |
| YTD | -28.0% | -5.4% | -22.6% | -28.0% |
| 1Y | -18.5% | +8.7% | -27.2% | -21.4% |
| 3Y | +93.9% | +150.4% | -56.6% | +51.0% |
| 5Y | +170.5% | +276.6% | -106.1% | +84.1% |
| All | +693.0% | +1,121.1% | -428.1% | +181.3% |
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