+3,304.1%
FN vs TKO
+1,814.2%
+1,489.9%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | +4.5% | +7.3% | +10.9% |
| 7D | +16.3% | +7.8% | +8.4% | +14.5% |
| 30D | -24.7% | +12.2% | -36.9% | -26.6% |
| 3M | -34.9% | +7.5% | -42.4% | -36.1% |
| 6M | -41.1% | +7.7% | -48.8% | -42.7% |
| YTD | -19.6% | -3.3% | -16.3% | -20.0% |
| 1Y | -18.5% | +11.1% | -29.6% | -21.5% |
| 3Y | +119.1% | +141.0% | -21.9% | +76.5% |
| 5Y | +206.9% | +278.8% | -71.9% | +118.9% |
| 10Y | +826.4% | +1,186.2% | -359.8% | +378.8% |
| All | +3,304.1% | +1,814.2% | +1,489.9% | +904.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling