+3,076.9%
FTAI vs TKO
+989.7%
+2,087.3%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +0.4% | +3.0% | +3.2% |
| 7D | -5.2% | +2.3% | -7.5% | -5.8% |
| 30D | -17.9% | -2.5% | -15.4% | -17.5% |
| 3M | -22.7% | -10.6% | -12.1% | -20.7% |
| 6M | -28.0% | -5.1% | -23.0% | -27.3% |
| YTD | -5.0% | -8.2% | +3.3% | -3.4% |
| 1Y | +10.4% | -4.4% | +14.8% | +10.7% |
| 3Y | +425.2% | +100.4% | +324.9% | +338.6% |
| 5Y | +890.3% | +294.3% | +596.1% | +602.7% |
| All | +3,076.9% | +989.7% | +2,087.3% | +2,062.3% |
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