+47.7%
FND vs TKO
+891.0%
-843.3%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.4% | +0.6% | +0.9% |
| 7D | -5.8% | +2.3% | -8.1% | -6.5% |
| 30D | -20.2% | -2.5% | -17.7% | -19.7% |
| 3M | -12.0% | -10.6% | -1.4% | -9.3% |
| 6M | -18.5% | -5.1% | -13.5% | -17.5% |
| YTD | -22.3% | -8.2% | -14.0% | -20.7% |
| 1Y | -47.6% | -4.4% | -43.2% | -47.3% |
| 3Y | -49.8% | +100.4% | -150.1% | -59.9% |
| 5Y | -63.0% | +294.3% | -357.3% | -76.5% |
| All | +47.7% | +891.0% | -843.3% | -11.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling