+9,457.8%
FTNT vs TKO
+1,854.4%
+7,603.4%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.8% | +1.8% | +1.2% |
| 7D | +1.6% | +0.1% | +1.5% | +1.5% |
| 30D | -1.9% | -2.6% | +0.7% | -1.5% |
| 3M | +14.4% | -7.8% | +22.2% | +16.0% |
| 6M | +88.7% | -7.0% | +95.7% | +90.5% |
| YTD | +100.0% | -8.5% | +108.6% | +102.3% |
| 1Y | +99.9% | -1.3% | +101.2% | +98.3% |
| 3Y | +147.9% | +105.0% | +43.0% | +103.8% |
| 5Y | +155.8% | +292.9% | -137.1% | +79.1% |
| 10Y | +2,121.1% | +979.3% | +1,141.7% | +1,147.0% |
| All | +9,457.8% | +1,854.4% | +7,603.4% | +3,583.0% |
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