-93.2%
FRMI vs TKO
+5.6%
-98.8%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.6% | +3.4% | -13.9% | -11.9% |
| 7D | -39.7% | +11.3% | -51.0% | -42.8% |
| 30D | -55.2% | +9.3% | -64.5% | -57.0% |
| 3M | -71.2% | +5.3% | -76.4% | -71.9% |
| 6M | -64.1% | +4.9% | -69.0% | -64.9% |
| YTD | -77.2% | -6.3% | -70.9% | -77.5% |
| 1Y | -93.2% | +4.9% | -98.1% | -93.9% |
| All | -93.2% | +5.6% | -98.8% | -93.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling