-25.4%
FN vs TKO
+9.8%
-35.2%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -0.2% | -4.5% | -4.7% |
| 7D | -4.1% | +6.4% | -10.5% | -4.4% |
| 30D | -28.3% | +11.9% | -40.2% | -28.6% |
| 3M | -33.9% | +5.6% | -39.5% | -34.0% |
| 6M | -43.9% | +7.5% | -51.4% | -46.1% |
| YTD | -23.4% | -3.5% | -19.9% | -23.1% |
| 1Y | -25.4% | +13.0% | -38.4% | -36.0% |
| All | -25.4% | +9.8% | -35.2% | -36.0% |
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