+64.5%
FBTC vs TKO
+140.4%
-75.9%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.4% | -0.1% | +0.2% |
| 7D | -3.1% | +2.3% | -5.4% | -3.5% |
| 30D | +22.0% | -2.5% | +24.5% | +22.3% |
| 3M | +21.6% | -10.6% | +32.2% | +23.5% |
| 6M | +9.2% | -5.1% | +14.3% | +9.5% |
| YTD | -11.8% | -8.2% | -3.6% | -11.2% |
| 1Y | -32.7% | -4.4% | -28.3% | -32.9% |
| All | +64.5% | +140.4% | -75.9% | +54.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling