+317.0%
TKO vs FGI
-69.1%
+386.1%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +2.4% | -4.6% | -2.2% |
| 7D | +0.7% | +14.7% | -14.0% | +0.6% |
| 30D | +0.9% | +67.0% | -66.1% | +0.5% |
| 3M | -6.2% | +31.0% | -37.2% | -6.5% |
| 6M | -5.6% | +126.8% | -132.4% | -6.0% |
| YTD | -7.8% | +35.6% | -43.5% | -8.1% |
| 1Y | -1.2% | +108.9% | -110.1% | -1.3% |
| 3Y | +106.5% | -0.3% | +106.8% | +109.5% |
| All | +317.0% | -69.1% | +386.1% | +332.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling