+7,710.3%
FICO vs TKO
+1,479.1%
+6,231.2%
-79.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.1% | -0.4% | -0.3% |
| 7D | +4.0% | +3.1% | +0.9% | +3.3% |
| 30D | -1.5% | +15.0% | -16.5% | -4.4% |
| 3M | -29.8% | +2.9% | -32.7% | -30.2% |
| 6M | -33.3% | +9.0% | -42.3% | -34.6% |
| YTD | -56.9% | -3.4% | -53.5% | -56.8% |
| 1Y | -59.5% | +12.8% | -72.2% | -60.7% |
| 3Y | -26.9% | +158.0% | -184.8% | -41.0% |
| 5Y | +92.9% | +285.4% | -192.5% | +40.4% |
| 10Y | +539.5% | +1,160.4% | -620.9% | +254.9% |
| All | +7,710.3% | +1,479.1% | +6,231.2% | +2,970.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling