+2,943.1%
FN vs TKO
+1,731.2%
+1,211.8%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.7% | +1.0% | +10.7% | +11.4% |
| 7D | 0.0% | +5.7% | -5.8% | -1.2% |
| 30D | -34.3% | +6.9% | -41.2% | -35.3% |
| 3M | -39.9% | +2.4% | -42.3% | -40.4% |
| 6M | -51.8% | +1.1% | -52.9% | -52.5% |
| YTD | -28.1% | -7.5% | -20.6% | -27.9% |
| 1Y | -29.1% | +7.2% | -36.3% | -31.2% |
| 3Y | +102.4% | +131.3% | -28.9% | +64.4% |
| 5Y | +171.7% | +250.8% | -79.2% | +96.8% |
| 10Y | +773.5% | +1,146.6% | -373.1% | +354.0% |
| All | +2,943.1% | +1,731.2% | +1,211.8% | +805.7% |
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