+54.6%
FTI vs TKO
+5.6%
+48.9%
-19.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +3.4% | -6.7% | -3.1% |
| 7D | -9.7% | +11.3% | -20.9% | -9.0% |
| 30D | -8.2% | +9.3% | -17.5% | -7.6% |
| 3M | -7.8% | +5.3% | -13.1% | -7.3% |
| 6M | -13.4% | +4.9% | -18.3% | -13.6% |
| YTD | +45.1% | -6.3% | +51.4% | +46.6% |
| 1Y | +54.6% | +4.9% | +49.7% | +54.8% |
| All | +54.6% | +5.6% | +48.9% | +54.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling