-56.4%
FICO vs TKO
+5.6%
-62.0%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +3.4% | -6.6% | -4.1% |
| 7D | +0.4% | +11.3% | -10.9% | -2.4% |
| 30D | +1.7% | +9.3% | -7.6% | -0.8% |
| 3M | -33.0% | +5.3% | -38.3% | -33.8% |
| 6M | -33.9% | +4.9% | -38.7% | -34.7% |
| YTD | -58.5% | -6.3% | -52.2% | -58.0% |
| 1Y | -56.4% | +4.9% | -61.3% | -56.2% |
| All | -56.4% | +5.6% | -62.0% | -56.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling