-83.1%
FRMI vs TKO
-3.8%
-79.3%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.4% | +1.7% | +1.9% |
| 7D | +7.4% | +2.3% | +5.1% | +6.5% |
| 30D | -27.6% | -2.5% | -25.2% | -27.1% |
| 3M | -20.9% | -10.6% | -10.3% | -18.0% |
| 6M | -36.6% | -5.1% | -31.5% | -37.0% |
| YTD | -31.3% | -8.2% | -23.0% | -31.1% |
| All | -83.1% | -3.8% | -79.3% | -83.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling