-13.5%
FFIV vs TKO
+7.7%
-21.2%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.7% | -3.4% | -2.6% |
| 7D | -0.5% | +2.3% | -2.9% | -0.4% |
| 30D | -32.4% | +13.4% | -45.8% | -31.6% |
| 3M | -25.7% | -1.7% | -24.0% | -24.7% |
| 6M | -13.5% | +7.2% | -20.7% | -13.3% |
| All | -13.5% | +7.7% | -21.2% | -13.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling