-41.5%
FIS vs TKO
-1.0%
-40.6%
-43.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.4% | -0.2% | +0.1% |
| 7D | -7.9% | +2.3% | -10.2% | -8.1% |
| 30D | -8.0% | -2.5% | -5.5% | -7.7% |
| 3M | +0.6% | -10.6% | +11.2% | +1.5% |
| 6M | -22.2% | -5.1% | -17.2% | -22.0% |
| YTD | -40.8% | -8.2% | -32.6% | -40.1% |
| 1Y | -41.5% | -4.4% | -37.1% | -41.3% |
| All | -41.5% | -1.0% | -40.6% | -41.3% |
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 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