+13.3%
FN vs TKO
-2.2%
+15.5%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.2% | +2.6% | +0.5% |
| 7D | +5.8% | +0.7% | +5.1% | +5.7% |
| 30D | -20.6% | +0.9% | -21.5% | -20.7% |
| 3M | -28.6% | -6.2% | -22.5% | -28.5% |
| 6M | -20.7% | -5.6% | -15.1% | -21.3% |
| YTD | -8.1% | -7.8% | -0.3% | -8.0% |
| 1Y | +13.3% | -1.2% | +14.5% | +7.6% |
| All | +13.3% | -2.2% | +15.5% | +7.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling