-51.1%
FIS vs TKO
+5.6%
-56.7%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -23.7% | +3.4% | -27.0% | -23.9% |
| 7D | -18.4% | +11.3% | -29.7% | -19.4% |
| 30D | -11.4% | +9.3% | -20.7% | -12.3% |
| 3M | -32.0% | +5.3% | -37.3% | -32.4% |
| 6M | -35.6% | +4.9% | -40.5% | -36.1% |
| YTD | -53.8% | -6.3% | -47.5% | -53.4% |
| 1Y | -51.1% | +4.9% | -56.0% | -50.9% |
| All | -51.1% | +5.6% | -56.7% | -50.9% |
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