+43.8%
FWONK vs TKO
+102.7%
-58.8%
-24.8%
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 | +0.1% | +2.3% | -2.2% | -0.5% |
| 30D | -7.7% | -2.5% | -5.3% | -7.3% |
| 3M | +5.7% | -10.6% | +16.3% | +8.3% |
| 6M | +13.5% | -5.1% | +18.5% | +14.3% |
| YTD | -3.0% | -8.2% | +5.3% | -1.6% |
| 1Y | -6.4% | -4.4% | -2.0% | -6.3% |
| 3Y | +43.8% | +100.4% | -56.5% | +19.7% |
| All | +43.8% | +102.7% | -58.8% | +19.7% |
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