-46.5%
FRSH vs TKO
+102.7%
-149.2%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.4% | -0.2% | +0.1% |
| 7D | -6.6% | +2.3% | -8.9% | -7.2% |
| 30D | +2.1% | -2.5% | +4.6% | +2.7% |
| 3M | +29.0% | -10.6% | +39.6% | +32.4% |
| 6M | +48.6% | -5.1% | +53.7% | +50.0% |
| YTD | -2.9% | -8.2% | +5.3% | -1.2% |
| 1Y | -7.9% | -4.4% | -3.5% | -7.4% |
| 3Y | -46.5% | +100.4% | -146.9% | -54.6% |
| All | -46.5% | +102.7% | -149.2% | -54.6% |
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