+301.5%
FWONK vs TKO
+1,848.7%
-1,547.2%
-57.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +8.2% |
| 6M | +13.5% | -5.1% | +18.5% | +14.3% |
| YTD | -3.0% | -8.2% | +5.3% | -1.7% |
| 1Y | -6.4% | -4.4% | -2.0% | -6.3% |
| 3Y | +43.8% | +100.4% | -56.5% | +18.7% |
| 5Y | +98.6% | +294.3% | -195.7% | +36.7% |
| 10Y | +340.0% | +983.2% | -643.2% | +152.7% |
| All | +301.5% | +1,848.7% | -1,547.2% | +128.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling