+328.8%
TFC vs TKO
+1,395.0%
-1,066.1%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.8% | +1.1% | +0.5% |
| 7D | -2.5% | +0.1% | -2.6% | -2.6% |
| 30D | -2.8% | -2.6% | -0.2% | -2.4% |
| 3M | +2.1% | -7.8% | +9.9% | +3.6% |
| 6M | +10.1% | -7.0% | +17.1% | +11.2% |
| YTD | +5.4% | -8.5% | +14.0% | +6.7% |
| 1Y | +16.3% | -1.3% | +17.6% | +15.6% |
| 3Y | +95.9% | +105.0% | -9.1% | +62.9% |
| 5Y | +16.0% | +292.9% | -276.9% | -17.8% |
| 10Y | +97.9% | +979.3% | -881.4% | +5.8% |
| All | +328.8% | +1,395.0% | -1,066.1% | +62.2% |
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