+101.2%
TKO vs FGI
-1.2%
+102.4%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +2.4% | -4.6% | -2.2% |
| 7D | +0.7% | +14.7% | -14.0% | +0.7% |
| 30D | +0.9% | +67.0% | -66.1% | +1.1% |
| 3M | -6.2% | +31.0% | -37.2% | -6.0% |
| 6M | -5.6% | +126.8% | -132.4% | -4.5% |
| YTD | -7.8% | +35.6% | -43.5% | -7.2% |
| 1Y | -1.2% | +108.9% | -110.1% | +1.4% |
| All | +101.2% | -1.2% | +102.4% | +111.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling