+21.3%
TFC vs TKO
+5.6%
+15.7%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +3.4% | -0.4% | +2.3% |
| 7D | +5.1% | +11.3% | -6.2% | +3.1% |
| 30D | +9.8% | +9.3% | +0.5% | +8.0% |
| 3M | -2.4% | +5.3% | -7.7% | -3.7% |
| 6M | +4.9% | +4.9% | +0.1% | +2.9% |
| YTD | +6.6% | -6.3% | +12.9% | +7.8% |
| 1Y | +21.3% | +4.9% | +16.4% | +21.4% |
| All | +21.3% | +5.6% | +15.7% | +21.4% |
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 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