+90.1%
FTV vs TKO
+1,114.2%
-1,024.1%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.2% | +0.9% | -0.8% |
| 7D | -1.3% | +0.7% | -2.0% | -1.4% |
| 30D | -9.5% | +0.9% | -10.4% | -9.8% |
| 3M | -10.9% | -6.2% | -4.7% | -10.2% |
| 6M | -0.6% | -5.6% | +5.0% | -0.2% |
| YTD | +1.4% | -7.8% | +9.3% | +2.3% |
| 1Y | +17.6% | -1.2% | +18.9% | +16.7% |
| 3Y | -3.3% | +106.5% | -109.8% | -18.3% |
| 5Y | -0.1% | +310.4% | -310.5% | -28.0% |
| 10Y | +82.5% | +987.5% | -905.1% | +13.2% |
| All | +90.1% | +1,114.2% | -1,024.1% | +16.5% |
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