+9,890.0%
FICO vs TKO
+1,366.4%
+8,523.7%
-79.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | -1.8% | -14.9% | -16.3% |
| 7D | -19.2% | +0.7% | -19.9% | -19.3% |
| 30D | -14.6% | +1.6% | -16.2% | -14.9% |
| 3M | -20.1% | -7.8% | -12.3% | -18.9% |
| 6M | -36.3% | -13.3% | -23.0% | -34.7% |
| YTD | -44.9% | -10.3% | -34.6% | -43.9% |
| 1Y | -38.6% | -0.6% | -38.0% | -39.0% |
| 3Y | +4.0% | +88.5% | -84.5% | -11.0% |
| 5Y | +99.5% | +284.7% | -185.2% | +45.2% |
| 10Y | +604.7% | +905.7% | -301.1% | +308.0% |
| All | +9,890.0% | +1,366.4% | +8,523.7% | +3,888.4% |
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