+150.4%
TKO vs FGI
-16.0%
+166.4%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -25.2% | +25.9% | +0.6% |
| 7D | +2.3% | -14.4% | +16.7% | +2.3% |
| 30D | +13.4% | -11.8% | +25.1% | +13.3% |
| 3M | -1.7% | -46.2% | +44.5% | -1.9% |
| 6M | +7.2% | +5.2% | +2.1% | +7.4% |
| YTD | -5.4% | +10.5% | -15.9% | -4.6% |
| 1Y | +8.7% | +25.5% | -16.8% | +10.0% |
| 3Y | +150.4% | -16.0% | +166.4% | +160.9% |
| All | +150.4% | -16.0% | +166.4% | +160.9% |
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