-58.5%
FICO vs TKO
+9.5%
-68.0%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.7% | -0.3% | +0.2% |
| 7D | +2.2% | +2.3% | -0.1% | +1.6% |
| 30D | +0.1% | +13.4% | -13.3% | -3.4% |
| 3M | -35.2% | -1.7% | -33.4% | -35.2% |
| 6M | -32.4% | +7.2% | -39.6% | -33.7% |
| YTD | -57.4% | -5.4% | -52.0% | -56.9% |
| 1Y | -58.5% | +8.7% | -67.2% | -59.8% |
| All | -58.5% | +9.5% | -68.0% | -59.8% |
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