+66.9%
FBTC vs TKO
+146.7%
-79.8%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +5.0% | -6.7% | -2.4% |
| 7D | +1.5% | +7.2% | -5.6% | +0.5% |
| 30D | +20.7% | +4.7% | +16.0% | +19.6% |
| 3M | +23.7% | -3.2% | +26.9% | +23.9% |
| 6M | +15.0% | -2.9% | +17.9% | +15.0% |
| YTD | -10.5% | -5.8% | -4.7% | -10.2% |
| 1Y | -30.3% | -1.1% | -29.2% | -30.8% |
| All | +66.9% | +146.7% | -79.8% | +56.5% |
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