+944.7%
FFIV vs TKO
+1,366.3%
-421.6%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.8% | +1.4% | 0.0% |
| 7D | -1.0% | +0.7% | -1.7% | -1.2% |
| 30D | -5.1% | +1.6% | -6.7% | -5.7% |
| 3M | -4.5% | -7.8% | +3.3% | -2.9% |
| 6M | +36.5% | -13.3% | +49.8% | +40.3% |
| YTD | +53.0% | -10.3% | +63.3% | +55.4% |
| 1Y | +24.2% | -0.6% | +24.8% | +22.4% |
| 3Y | +137.2% | +88.5% | +48.7% | +92.1% |
| 5Y | +91.8% | +284.7% | -192.9% | +24.9% |
| 10Y | +215.2% | +905.7% | -690.6% | +41.2% |
| All | +944.7% | +1,366.3% | -421.6% | +135.2% |
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