-24.8%
FICO vs TKO
+139.2%
-164.0%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +4.5% | -1.8% | +1.6% |
| 7D | -0.1% | +7.8% | -7.9% | -2.0% |
| 30D | +8.4% | +12.2% | -3.7% | +5.2% |
| 3M | -30.5% | +7.5% | -38.0% | -31.7% |
| 6M | -35.7% | +7.7% | -43.5% | -37.0% |
| YTD | -57.2% | -3.3% | -53.9% | -57.2% |
| 1Y | -58.4% | +11.1% | -69.5% | -59.7% |
| 3Y | -24.8% | +141.0% | -165.8% | -31.3% |
| All | -24.8% | +139.2% | -164.0% | -31.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling