+315.3%
TKO vs FGI
-66.8%
+382.1%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.8% | +2.1% | +0.4% |
| 7D | +2.3% | +12.1% | -9.8% | +2.3% |
| 30D | -2.5% | +75.7% | -78.2% | -2.9% |
| 3M | -10.6% | +31.7% | -42.3% | -10.9% |
| 6M | -5.1% | +111.5% | -116.5% | -5.4% |
| YTD | -8.2% | +45.8% | -54.0% | -8.5% |
| 1Y | -4.4% | +112.5% | -117.0% | -4.5% |
| 3Y | +100.4% | +8.5% | +91.9% | +103.1% |
| All | +315.3% | -66.8% | +382.1% | +330.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 FGI 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