+3,689.8%
FN vs TKO
+1,676.1%
+2,013.7%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.8% | +4.9% | +3.5% |
| 7D | -1.7% | +0.7% | -2.4% | -1.9% |
| 30D | -22.0% | +1.6% | -23.6% | -22.4% |
| 3M | -43.0% | -7.8% | -35.2% | -42.4% |
| 6M | -27.7% | -13.3% | -14.5% | -26.0% |
| YTD | -10.5% | -10.3% | -0.2% | -9.4% |
| 1Y | +12.5% | -0.6% | +13.1% | +11.1% |
| 3Y | +153.8% | +88.5% | +65.3% | +114.8% |
| 5Y | +288.0% | +284.7% | +3.3% | +175.6% |
| 10Y | +906.4% | +905.7% | +0.7% | +446.5% |
| All | +3,689.8% | +1,676.1% | +2,013.7% | +1,036.9% |
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