+2,072.5%
FTNT vs TKO
+989.7%
+1,082.8%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.4% | -2.1% | -1.8% |
| 7D | -0.1% | +2.3% | -2.5% | -0.8% |
| 30D | -3.0% | -2.5% | -0.5% | -2.6% |
| 3M | +7.6% | -10.6% | +18.2% | +10.4% |
| 6M | +87.0% | -5.1% | +92.0% | +88.1% |
| YTD | +96.5% | -8.2% | +104.8% | +99.0% |
| 1Y | +92.9% | -4.4% | +97.4% | +92.7% |
| 3Y | +139.8% | +100.4% | +39.5% | +88.3% |
| 5Y | +151.3% | +294.3% | -143.0% | +57.1% |
| All | +2,072.5% | +989.7% | +1,082.8% | +997.7% |
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