+95.6%
TFC vs TKO
+989.7%
-894.1%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.4% | -0.2% | +0.1% |
| 7D | -2.4% | +2.3% | -4.7% | -3.0% |
| 30D | -3.4% | -2.5% | -0.9% | -2.9% |
| 3M | +0.4% | -10.6% | +11.0% | +2.8% |
| 6M | +12.7% | -5.1% | +17.7% | +13.3% |
| YTD | +5.6% | -8.2% | +13.8% | +6.9% |
| 1Y | +16.0% | -4.4% | +20.5% | +16.1% |
| 3Y | +94.0% | +100.4% | -6.4% | +59.6% |
| 5Y | +16.2% | +294.3% | -278.1% | -21.4% |
| All | +95.6% | +989.7% | -894.1% | -0.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling