+545.7%
FICO vs TKO
+1,165.6%
-619.9%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.2% | +1.2% | +1.0% |
| 7D | +0.9% | +6.4% | -5.6% | -0.9% |
| 30D | +9.4% | +11.9% | -2.5% | +6.1% |
| 3M | -30.4% | +5.6% | -36.0% | -31.4% |
| 6M | -35.1% | +7.5% | -42.6% | -36.5% |
| YTD | -56.8% | -3.5% | -53.3% | -56.7% |
| 1Y | -58.4% | +13.0% | -71.4% | -60.1% |
| 3Y | -26.7% | +157.6% | -184.3% | -44.5% |
| 5Y | +88.0% | +288.2% | -200.2% | +21.9% |
| 10Y | +545.7% | +1,196.6% | -650.9% | +188.1% |
| All | +545.7% | +1,165.6% | -619.9% | +188.1% |
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