+348.4%
FIS vs TKO
+3,672.1%
-3,323.7%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +5.0% | -10.9% | -6.8% |
| 7D | -3.5% | +7.2% | -10.6% | -4.8% |
| 30D | -7.8% | +4.7% | -12.5% | -8.8% |
| 3M | +0.8% | -3.2% | +4.1% | +1.1% |
| 6M | -21.9% | -2.9% | -19.0% | -21.9% |
| YTD | -39.5% | -5.8% | -33.7% | -39.3% |
| 1Y | -41.0% | -1.1% | -39.9% | -41.4% |
| 3Y | -23.6% | +111.1% | -134.7% | -35.9% |
| 5Y | -65.6% | +315.6% | -381.2% | -75.1% |
| 10Y | -40.2% | +978.5% | -1,018.7% | -65.5% |
| All | +348.4% | +3,672.1% | -3,323.7% | +67.0% |
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