+74.5%
FICO vs TKO
+248.1%
-173.5%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.0% | -1.4% | -0.6% |
| 7D | -0.9% | +5.7% | -6.7% | -2.3% |
| 30D | +3.3% | +6.9% | -3.6% | +1.6% |
| 3M | -31.7% | +2.4% | -34.1% | -32.1% |
| 6M | -34.0% | +1.1% | -35.1% | -34.3% |
| YTD | -58.3% | -7.5% | -50.8% | -57.8% |
| 1Y | -57.9% | +7.2% | -65.1% | -58.9% |
| 3Y | -24.1% | +131.3% | -155.4% | -37.5% |
| All | +74.5% | +248.1% | -173.5% | +15.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling