+2,060.9%
FTI vs TKO
+3,540.2%
-1,479.3%
-91.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.4% | +0.7% | +0.9% |
| 7D | -4.4% | +2.3% | -6.7% | -5.1% |
| 30D | +1.5% | -2.5% | +4.0% | +2.0% |
| 3M | +8.2% | -10.6% | +18.8% | +11.0% |
| 6M | +18.8% | -5.1% | +23.9% | +19.2% |
| YTD | +71.7% | -8.2% | +79.9% | +73.4% |
| 1Y | +90.0% | -4.4% | +94.5% | +89.0% |
| 3Y | +270.5% | +100.4% | +170.1% | +187.4% |
| 5Y | +1,084.5% | +294.3% | +790.2% | +635.2% |
| 10Y | +302.9% | +983.2% | -680.2% | +81.2% |
| All | +2,060.9% | +3,540.2% | -1,479.3% | +456.3% |
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 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