+96.3%
FFIV vs TKO
+303.5%
-207.1%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.8% | -0.8% | -1.4% |
| 7D | +1.6% | +0.1% | +1.5% | +1.5% |
| 30D | -3.7% | -2.6% | -1.1% | -3.5% |
| 3M | +2.0% | -7.8% | +9.7% | +3.1% |
| 6M | +39.3% | -7.0% | +46.3% | +40.3% |
| YTD | +56.1% | -8.5% | +64.7% | +57.4% |
| 1Y | +22.0% | -1.3% | +23.3% | +20.7% |
| 3Y | +148.2% | +105.0% | +43.2% | +109.8% |
| 5Y | +96.3% | +292.9% | -196.6% | +20.9% |
| All | +96.3% | +303.5% | -207.1% | +20.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling