+51.8%
FTNT vs TKO
+5.6%
+46.2%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +3.4% | -2.4% | +0.9% |
| 7D | -25.7% | +11.3% | -36.9% | -26.1% |
| 30D | -29.7% | +9.3% | -39.0% | -30.0% |
| 3M | -23.1% | +5.3% | -28.4% | -23.2% |
| 6M | +45.0% | +4.9% | +40.1% | +44.7% |
| YTD | +62.9% | -6.3% | +69.2% | +66.5% |
| 1Y | +51.8% | +4.9% | +46.9% | +46.9% |
| All | +51.8% | +5.6% | +46.2% | +46.9% |
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 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