+94.9%
FFIV vs TKO
+154.2%
-59.3%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.7% | -3.4% | -2.8% |
| 7D | -0.5% | +2.3% | -2.9% | -0.9% |
| 30D | -32.4% | +13.4% | -45.8% | -33.5% |
| 3M | -25.7% | -1.7% | -24.0% | -25.5% |
| 6M | -13.5% | +7.2% | -20.7% | -14.9% |
| YTD | +21.1% | -5.4% | +26.5% | +21.5% |
| 1Y | +29.4% | +8.7% | +20.7% | +25.8% |
| 3Y | +94.9% | +150.4% | -55.5% | +72.7% |
| All | +94.9% | +154.2% | -59.3% | +72.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling