+727.1%
FFIV vs TKO
+1,446.8%
-719.7%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.7% | -3.4% | -2.9% |
| 7D | -0.5% | +2.3% | -2.9% | -1.2% |
| 30D | -32.4% | +13.4% | -45.8% | -34.7% |
| 3M | -25.7% | -1.7% | -24.0% | -25.8% |
| 6M | -13.5% | +7.2% | -20.7% | -15.9% |
| YTD | +21.1% | -5.4% | +26.5% | +20.9% |
| 1Y | +29.4% | +8.7% | +20.7% | +24.2% |
| 3Y | +94.9% | +150.4% | -55.5% | +46.7% |
| 5Y | +34.7% | +276.6% | -241.9% | -11.9% |
| 10Y | +119.0% | +1,134.6% | -1,015.6% | -7.5% |
| All | +727.1% | +1,446.8% | -719.7% | +83.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling