-51.8%
FN vs TKO
+2.2%
-54.0%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.7% | +1.0% | +10.7% | +12.0% |
| 7D | 0.0% | +5.7% | -5.8% | +2.1% |
| 30D | -34.3% | +6.9% | -41.2% | -32.6% |
| 3M | -39.9% | +2.4% | -42.3% | -38.8% |
| 6M | -51.8% | +1.1% | -52.9% | -52.0% |
| All | -51.8% | +2.2% | -54.0% | -52.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling