-62.7%
FND vs TKO
+291.2%
-353.9%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.4% | +0.6% | +0.9% |
| 7D | -5.8% | +2.3% | -8.1% | -6.6% |
| 30D | -20.2% | -2.5% | -17.7% | -19.7% |
| 3M | -12.0% | -10.6% | -1.4% | -9.0% |
| 6M | -18.5% | -5.1% | -13.5% | -17.5% |
| YTD | -22.3% | -8.2% | -14.0% | -20.6% |
| 1Y | -47.6% | -4.4% | -43.2% | -47.3% |
| 3Y | -49.8% | +100.4% | -150.1% | -59.6% |
| All | -62.7% | +291.2% | -353.9% | -79.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling