+665.4%
FICO vs TKO
+958.6%
-293.2%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -2.2% | +7.5% | +5.9% |
| 7D | -10.6% | +0.7% | -11.3% | -10.7% |
| 30D | -6.3% | +0.9% | -7.2% | -6.6% |
| 3M | -19.7% | -6.2% | -13.6% | -18.6% |
| 6M | -31.8% | -5.6% | -26.2% | -31.1% |
| YTD | -41.8% | -7.8% | -34.0% | -41.1% |
| 1Y | -36.4% | -1.2% | -35.2% | -36.9% |
| 3Y | +9.3% | +106.5% | -97.2% | -12.8% |
| 5Y | +113.0% | +310.4% | -197.4% | +35.7% |
| 10Y | +665.4% | +987.5% | -322.1% | +264.5% |
| All | +665.4% | +958.6% | -293.2% | +264.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling