+794.1%
FN vs TKO
+1,165.6%
-371.5%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -0.2% | -4.5% | -4.7% |
| 7D | -4.1% | +6.4% | -10.5% | -5.4% |
| 30D | -28.3% | +11.9% | -40.2% | -30.2% |
| 3M | -33.9% | +5.6% | -39.5% | -34.9% |
| 6M | -43.9% | +7.5% | -51.4% | -45.6% |
| YTD | -23.4% | -3.5% | -19.9% | -23.8% |
| 1Y | -25.4% | +13.0% | -38.4% | -28.8% |
| 3Y | +107.9% | +157.6% | -49.7% | +60.6% |
| 5Y | +195.1% | +288.2% | -93.2% | +99.0% |
| 10Y | +794.1% | +1,196.6% | -402.5% | +195.7% |
| All | +794.1% | +1,165.6% | -371.5% | +195.7% |
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