+246.7%
FFIV vs TKO
+989.7%
-743.0%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +0.4% | +3.0% | +3.3% |
| 7D | +5.4% | +2.3% | +3.1% | +4.9% |
| 30D | -2.7% | -2.5% | -0.2% | -2.4% |
| 3M | +4.5% | -10.6% | +15.1% | +6.5% |
| 6M | +42.2% | -5.1% | +47.3% | +42.7% |
| YTD | +61.3% | -8.2% | +69.5% | +62.5% |
| 1Y | +23.0% | -4.4% | +27.5% | +22.7% |
| 3Y | +156.3% | +100.4% | +55.9% | +115.5% |
| 5Y | +102.9% | +294.3% | -191.4% | +44.0% |
| All | +246.7% | +989.7% | -743.0% | +107.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling